Galerkin methods for stochastic hyperbolic problems using bi-orthogonal polynomials

DOI10.1007/S10915-011-9508-0zbMath1262.65014OpenAlexW2046569627MaRDI QIDQ2276409

Tao Zhou, Tao Tang

Publication date: 5 November 2012

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

Full work available at URL: https://doi.org/10.1007/s10915-011-9508-0

zbMATH Keywords

regularityrandom fieldtransport equationshyperbolic equationKarhunen-Loève expansionbi-orthogonal polynomialsstochastic Galerkin methods

Mathematics Subject Classification ID

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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A sparse grid stochastic collocation method for elliptic interface problems with random input ⋮ A multilevel finite element method for Fredholm integral eigenvalue problems ⋮ Reduced basis stochastic Galerkin methods for partial differential equations with random inputs ⋮ The discrete stochastic Galerkin method for hyperbolic equations with non-smooth and random coefficients ⋮ Data-driven polynomial chaos expansions: a weighted least-square approximation ⋮ Uniform spectral convergence of the stochastic Galerkin method for the linear semiconductor Boltzmann equation with random inputs and diffusive scaling ⋮ Analysis and Application of Single Level, Multi-Level Monte Carlo and Quasi-Monte Carlo Finite Element Methods for Time-Dependent Maxwell's Equations with Random Inputs ⋮ Efficient stochastic Galerkin methods for Maxwell's equations with random inputs ⋮ Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs

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