Exploring the Locally Low Dimensional Structure in Solving Random Elliptic PDEs

DOI10.1137/16M1077611zbMath1365.65015arXiv1607.00693MaRDI QIDQ5737765

Qin Li, Pengchuan Zhang, Thomas Yizhao Hou

Publication date: 30 May 2017

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.00693

zbMATH Keywords

numerical exampleuncertainty quantificationpolynomial chaos expansionstochastic collocationreduced-order methodrandom elliptic partial differential equationsstochastic multiscale finite element method

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) 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)

Related Items (18)

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Uses Software

• Sparse Grid Interpolation
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Cites Work

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