Efficient stochastic Galerkin methods for random diffusion equations

DOI10.1016/J.JCP.2008.09.008zbMath1161.65008OpenAlexW1998576042MaRDI QIDQ1010315

Dongbin Xiu, Jie Shen

Publication date: 3 April 2009

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2008.09.008

zbMATH Keywords

stabilityconvergencenumerical examplesuncertainty quantificationgeneralized polynomial chaosrandom diffusionstochastic Galerkinstochastic diffusion equations

Mathematics Subject Classification ID

Heat equation (35K05) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) 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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