Strong and Weak Error Estimates for Elliptic Partial Differential Equations with Random Coefficients
Publication:2882340
DOI10.1137/100800531zbMath1241.65011OpenAlexW2072282162MaRDI QIDQ2882340
Publication date: 4 May 2012
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/100800531
convergencelognormal distributionuncertainty quantificationKarhunen-Loève expansionelliptic PDE with random coefficientsstochastic collocation methodweak error estimatecovariance kernelstrong error estimate
Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Boundary value problems for second-order elliptic equations (35J25) Flows in porous media; filtration; seepage (76S05) Error bounds for boundary value problems involving PDEs (65N15) 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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