First order second moment analysis for stochastic interface problems based on low-rank approximation (Q5397526): Difference between revisions

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scientific article; zbMATH DE number 6260876
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First order second moment analysis for stochastic interface problems based on low-rank approximation
scientific article; zbMATH DE number 6260876

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    First order second moment analysis for stochastic interface problems based on low-rank approximation (English)
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    24 February 2014
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    perturbation approach
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    low-rank approximation
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    pivoted Cholesky decomposition
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    stochastic elliptic interface problem
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    error estimates
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    Monte Carlo method
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