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In this work we consider quasi-optimal versions of the Stochastic Galerkin method for solving linear elliptic PDEs with stochastic coefficients. In particular, we consider the case of a finite number N of random inputs and an analytic dependence of the solution of the PDE with respect to the parameters in a polydisc of the complex plane C N. We show that a(More)
In this paper we consider a proper generalized decomposition method to solve the steady incompressible Navier–Stokes equations with random Reynolds number and forcing term. The aim of such a technique is to compute a low-cost reduced basis approximation of the full stochastic Galerkin solution of the problem at hand. A particular algorithm, inspired by the(More)
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In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and quadratures over the space of random data. We propose an optimization procedure to select the most effective mixed(More)
In this work we build on the classical adaptive sparse grid algorithm (T. Gerstner and M. Griebel, Dimension-adaptive tensor-product quadrature), obtaining an enhanced version capable of using non-nested collocation points, and supporting quadrature and interpolation on unbounded sets. We also consider several profit indicators that are suitable to drive(More)
This article has been accepted for publication and undergone full peer review but has not been through the copyediting, typesetting, pagination and proofreading process which may lead to differences between this version and the ABSTRACT We present an inverse modeling procedure for the estimation of model parameters of sedimentary basins subject to(More)
We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation with random data, where the random coefficient is parametrized by means of a countable sequence of terms in a suitable expansion. MISC is a combination technique based on mixed differences of spatial(More)
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