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ArticleMulti-element probabilistic collocation method in high dimensions

Jasmine Foo2009

Article2009

Multi-element probabilistic collocation method in high dimensions

Jasmine Foo · George Em Karniadakis

203 citations·0/0 files stored·Journal of Computational Physics

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Probabilistic and Robust Engineering Design Model Reduction and Neural Networks Mathematical Approximation and Integration

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References

2001Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates 1991Stochastic Finite Elements: A Spectral Approach 2002The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations 2003Stochastic Differential Equations 2005High-Order Collocation Methods for Differential Equations with Random Inputs 2007A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data 2008A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data 2004Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations

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2010An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations 2010Adaptive-sparse polynomial chaos expansion for reliability analysis and design of complex engineering systems 2015Enhancing ℓ1 -minimization estimates of polynomial chaos expansions using basis selection 2015Multi-fidelity modelling via recursive co-kriging and Gaussian–Markov random fields

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Year2009

Typearticle

Published2009-11-12

VenueJournal of Computational Physics

ISSN-L0021-9991

Languageen

Citations203

Files0 public / 0

ShelfProbabilistic and Robust Engineering Design

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doi10.1016/j.jcp.2009.10.043

openalex_workW1972020904

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