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  • Search: subject:"Smolyak algorithm"
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Least-squares collocation 1 Low-discrepancy data sets 1 Polynomial chaos 1 Smolyak algorithm 1 Uncertainty quantification 1
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Article 1
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Cheng, Haiyan 1 Sandu, Adrian 1
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Mathematics and Computers in Simulation (MATCOM) 1
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Efficient uncertainty quantification with the polynomial chaos method for stiff systems
Cheng, Haiyan; Sandu, Adrian - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 11, pp. 3278-3295
The polynomial chaos (PC) method has been widely adopted as a computationally feasible approach for uncertainty quantification (UQ). Most studies to date have focused on non-stiff systems. When stiff systems are considered, implicit numerical integration requires the solution of a non-linear...
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