Comparison between reduced basis and stochastic collocation methods for elliptic problems

DOI10.1007/S10915-013-9764-2zbMath1301.65007DBLPjournals/jscic/ChenQR14OpenAlexW2082406229WikidataQ56995925 ScholiaQ56995925MaRDI QIDQ461211

Peng Chen, Gianluigi Rozza, Alfio M. Quarteroni

Publication date: 10 October 2014

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://infoscience.epfl.ch/record/187602/files/Revised_Comparison_CQR_11Jan2013.pdf

zbMATH Keywords

convergence analysisgreedy algorithmsparse gridreduced basis methodnumerical experimentstochastic collocation methodoffline-online computational decompositionstochastic elliptic problem

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Boundary value problems for second-order elliptic equations (35J25) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) 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

• rbMIT

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