hp-FEM for second moments of elliptic PDEs with stochastic data. II: Exponential convergence for stationary singular covariance functions

DOI10.1002/NUM.20690zbMath1386.65042OpenAlexW2098026535MaRDI QIDQ3166286

Christoph Schwab, Bastian Pentenrieder

Publication date: 11 October 2012

Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/num.20690

zbMATH Keywords

exponential convergence\(hp\)-FEMstochastic PDE

Mathematics Subject Classification ID

Random fields (60G60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (3)

hp-FEM for second moments of elliptic PDEs with stochastic data. I. Analytic regularity ⋮ Sparse polynomial approximation in positive order Sobolev spaces with bounded mixed derivatives and applications to elliptic problems with random loading ⋮ Covariance regularity and \(\mathcal {H}\)-matrix approximation for rough random fields

Cites Work

• Unnamed Item
• Sparse finite elements for stochastic elliptic problems --- higher order moments
• Sparse finite elements for elliptic problems with stochastic loading
• hp-FEM for second moments of elliptic PDEs with stochastic data. I. Analytic regularity
• Regularity of the Solution of Elliptic Problems with Piecewise Analytic Data. Part I. Boundary Value Problems for Linear Elliptic Equation of Second Order
• Stabilizedhp-Finite Element Methods for First-Order Hyperbolic Problems

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