Skip to main content

and
  1. No Access

    Article

    Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: application to random elliptic PDEs

    In this work we provide a convergence analysis for the quasi-optimal version of the sparse-grids stochastic collocation method we presented in a previous work: “On the optimal polynomial approximation of stoch...

    F. Nobile, L. Tamellini, R. Tempone in Numerische Mathematik (2016)

  2. No Access

    Article

    Analysis of Discrete \(L^2\) Projection on Polynomial Spaces with Random Evaluations

    We analyze the problem of approximating a multivariate function by discrete least-squares projection on a polynomial space starting from random, noise-free observations. An area of possible application of such te...

    G. Migliorati, F. Nobile, E. von Schwerin in Foundations of Computational Mathematics (2014)

  3. No Access

    Article

    Worst case scenario analysis for elliptic problems with uncertainty

    This work studies linear elliptic problems under uncertainty. The major emphasis is on the deterministic treatment of such uncertainty. In particular, this work uses the Worst Scenario approach for the charact...

    I. Babuška, F. Nobile, R. Tempone in Numerische Mathematik (2005)