A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data (Q5900108)

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scientific article; zbMATH DE number 5291142
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A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
scientific article; zbMATH DE number 5291142

    Statements

    A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data (English)
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    19 June 2008
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    stochastic partial differential equations
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    finite elements
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    uncertainty quantification
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    exponential convergence
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    error bounds
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    stochastic collocation method
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    stochastic Galerkin method
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    numerical examples
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