A FULLY ADAPTIVE INTERPOLATED STOCHASTIC SAMPLING METHOD FOR LINEAR RANDOM PDES

DOI10.1615/INT.J.UNCERTAINTYQUANTIFICATION.2017019428MaRDI QIDQ5052306zbMATH OpenFDO

Authors Felix Anker, Christian Bayer, Martin Eigel, Johannes Neumann, John Schoenmakers

Publication date 24 November 2022

Published in International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1615/INT.J.UNCERTAINTYQUANTIFICATION.2017019428

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random operators and equations (aspects of stochastic analysis) (60H25) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

This page was built for publication: A FULLY ADAPTIVE INTERPOLATED STOCHASTIC SAMPLING METHOD FOR LINEAR RANDOM PDES

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5052306)