Sparse finite elements for stochastic elliptic problems --- higher order moments

DOI10.1007/s00607-003-0024-4zbMath1044.65006OpenAlexW2151043893MaRDI QIDQ1412058

Christoph Schwab, Radu Alexandru Todor

Publication date: 4 November 2003

Published in: Computing (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/422597

zbMATH Keywords

waveletsfinite elementssparse gridsstochastic partial differential equationelliptic boundary value

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical methods for wavelets (65T60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) 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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