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math.NA2023
An adaptive ANOVA stochastic Galerkin method for partial differential equations with high-dimensional random inputs
Guanjie Wang, Smita Sahu, Qifeng Liao
It is known that standard stochastic Galerkin methods encounter challenges when solving partial differential equations with high-dimensional random inputs, which are typically caus…
math.NA2015★ 17 cited
An efficient filtered scheme for some first order Hamilton-Jacobi-Bellman equations
Olivier Bokanowski, Maurizio Falcone, Smita Sahu
We introduce a new class of "filtered" schemes for some first order non-linear Hamilton-Jacobi-Bellman equations. The work follows recent ideas of Froese and Oberman (SIAM J. Numer…