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Stochastic collocation with kernel density estimation
16 references·1 citing·27 second hop
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References

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  • 2008A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data942 cited
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  • 2008An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data494 cited
  • 2011Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients490 cited
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  • 2011Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients296 cited
  • 2008The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications214 cited
  • 2010An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations205 cited
  • 2009Multi-element probabilistic collocation method in high dimensions203 cited

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  • 2010ASSESSMENT OF COLLOCATION AND GALERKIN APPROACHES TO LINEAR DIFFUSION EQUATIONS WITH RANDOM DATA81 cited
  • 2009Solving elliptic problems with non-Gaussian spatially-dependent random coefficients40 cited
  • 2010Probabilistic models for stochastic elliptic partial differential equations37 cited
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    • 2017Sparse Collocation Methods for Stochastic Interpolation and Quadrature11 cited