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A sparse grid stochastic collocation method for partial differential equations with random input data. (English) Zbl 1176.65137

MSC:
65N30 Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
65N35 Spectral, collocation and related methods for boundary value problems involving PDEs
65N12 Stability and convergence of numerical methods for boundary value problems involving PDEs
65N15 Error bounds for boundary value problems involving PDEs
65C20 Probabilistic models, generic numerical methods in probability and statistics
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