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Cited by 436

The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.

A non-adapted sparse approximation of PDEs with stochastic inputs

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Doostan, Alireza, Owhadi, Houman·2011·Journal of Computational Physics

Abstract

We propose a method for the approximation of solutions of PDEs with stochastic coefficients based on the direct, i.e., non-adapted, sampling of solutions. This sampling can be done by using any legacy code for the deterministic problem as a black box. The method converges in probability (with probabilistic error bounds) as a consequence of sparsity and a concentration of measure phenomenon on the empirical correlation between samples. We show that the method is well suited for truly high-dimensional problems.

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Metadata

Authors
Doostan, A., & Owhadi, H.
Venue
Journal of Computational Physics
Publisher
Elsevier BV
Published
2011-04
Volume
230
Issue
8
Pages
3015-3034
ISSN
0021-9991 (ISSN-L)
OpenAlex
W2056558085
Cited by
436
References
3
FWCI
20.94
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: A non-adapted sparse approximation of PDEs with stochastic inputs. https://app.cochat.ai/papers/10.1016/j.jcp.2011.01.002
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Doostan, A., & Owhadi, H. (2011). A non-adapted sparse approximation of PDEs with stochastic inputs. Journal of Computational Physics. https://doi.org/10.1016/j.jcp.2011.01.002

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