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Stochastic Collocation on Unstructured Multivariate Meshes

Stochastic Collocation on Unstructured Multivariate Meshes
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Year:    2015

Communications in Computational Physics, Vol. 18 (2015), Iss. 1 : pp. 1–36

Abstract

Collocation has become a standard tool for approximation of parameterized systems in the uncertainty quantification (UQ) community. Techniques for least-squares regularization, compressive sampling recovery, and interpolatory reconstruction are becoming standard tools used in a variety of applications. Selection of a collocation mesh is frequently a challenge, but methods that construct geometrically unstructured collocation meshes have shown great potential due to attractive theoretical properties and direct, simple generation and implementation. We investigate properties of these meshes, presenting stability and accuracy results that can be used as guides for generating stochastic collocation grids in multiple dimensions.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/cicp.020215.070515a

Communications in Computational Physics, Vol. 18 (2015), Iss. 1 : pp. 1–36

Published online:    2015-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    36

Keywords:   

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