$\mathcal{H}$-Matrix Based Second Moment Analysis for Rough Random Fields and Finite Element Discretizations

DOI10.1137/16M1074813zbMath1368.60070arXiv1511.02626OpenAlexW2281964624MaRDI QIDQ5275048

Helmut Harbrecht, Michael D. Multerer, Jürgen Dölz

Publication date: 7 July 2017

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.02626

zbMATH Keywords

finite element methoduncertainty quantificationnonlocal operatorsrough random fieldsrandom load\(\mathcal{H}\)-matrix arithmeticstrongly elliptic PDE

Mathematics Subject Classification ID

Random fields (60G60) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Applications of stochastic analysis (to PDEs, etc.) (60H30) 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)

Related Items (4)

Hierarchical matrix approximation for the uncertainty quantification of potentials on random domains ⋮ On Uncertainty Quantification of Eigenvalues and Eigenspaces with Higher Multiplicity ⋮ On the Best Approximation of the Hierarchical Matrix Product ⋮ A Higher Order Perturbation Approach for Electromagnetic Scattering Problems on Random Domains

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