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An Adaptive ANOVA-Based Data-Driven Stochastic Method for Elliptic PDEs with Random Coefficient
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References

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  • 2002The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations4,821 cited
  • 1987Stochastic Differential Equations: An Introduction with Applications.3,963 cited
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  • 2003Modeling uncertainty in flow simulations via generalized polynomial chaos1,428 cited
  • 2007A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data1,396 cited
  • 1999General foundations of high‐dimensional model representations905 cited
  • 2008Uncertainty Quantification and Polynomial Chaos Techniques in Computational Fluid Dynamics769 cited
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  • 2009An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations447 cited
  • 2004A generalized dimension‐reduction method for multidimensional integration in stochastic mechanics441 cited
  • 2004Uncertainty propagation using Wiener–Haar expansions438 cited

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  • 2007Sparse grid collocation schemes for stochastic natural convection problems401 cited
  • 2006Karhunen–Loève approximation of random fields by generalized fast multipole methods355 cited
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