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Local and dimension adaptive stochastic collocation for uncertainty quantification

Jakeman, John; Roberts, Stephen

Description

In this paper we present a stochastic collocation method for quantifying uncertainty in models with large numbers of uncertain inputs and non-smooth input-output maps. The proposed algorithm combines the strengths of dimension adaptivity and hierarchical

CollectionsANU Research Publications
Date published: 2013
Type: Journal article
URI: http://hdl.handle.net/1885/71568
Source: Lecture Notes in Computer Science (LNCS)
DOI: 10.1007/978-3-642-31703-3-9

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