Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients

DOI10.1016/j.camwa.2013.03.004zbMath1350.65003OpenAlexW2109744909MaRDI QIDQ316548

Joakim Beck, Raúl Tempone, Fabio Nobile, Lorenzo Tamellini

Publication date: 27 September 2016

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2013.03.004

zbMATH Keywords

numerical resultuncertainty quantificationmultivariate polynomial approximationstochastic Galerkin methodbest \(M\)-terms polynomial approximationelliptic partial differential equations with random datasubexponential convergence

Mathematics Subject Classification ID

Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Uses Software

• OPQ

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