The Multi-Element Probabilistic Collocation Method Package (MEPCMP) is a C++ package which can generate high dimensional, multi-element collocation points based on arbitrary probability density function for the application of Multi-Element Probabilistic Collocation Method (MEPCM). This package can generate high-dimensional stochastic collocation points based on tensor product rule, non-nested sparse grids method or anchored-ANOVA method. It can also be used for the multi-element probabilistic polynomial chaos method.
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References in zbMATH (referenced in 1 article )
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- Tsantili, Ivi C.; Cho, Min Hyung; Cai, Wei; Karniadakis, George Em: A computational stochastic methodology for the design of random meta-materials under geometric constraints (2018)