A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
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Publication:5901031
DOI10.1137/100786356zbMath1226.65004OpenAlexW2060528584MaRDI QIDQ5901031
Ivo M. Babuška, Raúl Tempone, Fabio Nobile
Publication date: 13 July 2010
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10754/555664
convergence ratesfinite elementsnumerical examplesexponential convergenceGalerkin approximationuncertainty quantificationmultivariate polynomial approximationstochastic collocation methodMonte Carlo approachpartial differential equations with random inputsSmolyak approximationanisotropic sparse approximation
Monte Carlo methods (65C05) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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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