An adaptive stochastic Galerkin method for random elliptic operators

DOI10.1090/S0025-5718-2013-02654-3MaRDI QIDQ2840619zbMATH OpenFDO

Authors Claude Jeffrey Gittelson

Publication date 23 July 2013

Published in Mathematics of Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/S0025-5718-2013-02654-3

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Random linear operators (47B80) Random operators and equations (aspects of stochastic analysis) (60H25) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical solutions to equations with linear operators (65J10) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Complexity and performance of numerical algorithms (65Y20)

Recommendations

• Adaptive wavelet methods for elliptic partial differential equations with random operators
• A convergent adaptive stochastic Galerkin finite element method with quasi-optimal spatial meshes
• An adaptive stochastic Galerkin method based on multilevel expansions of random fields: convergence and optimality
• Efficient adaptive stochastic Galerkin methods for parametric operator equations
• Efficient Adaptive Algorithms for Elliptic PDEs with Random Data

Cites work

• A Convergent Adaptive Algorithm for Poisson’s Equation
• A posteriori error estimation in finite element analysis
• Adaptive finite element methods with convergence rates
• Adaptive frame methods for elliptic operator equations
• Adaptive frame methods for elliptic operator equations: the steepest descent approach
• Adaptive Solution of Operator Equations Using Wavelet Frames
• Adaptive wavelet methods for elliptic operator equations: Convergence rates
• Adaptive wavelet methods. II: Beyond the elliptic case
• An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
• An adaptive wavelet method for solving high-dimensional elliptic PDEs
• An optimal adaptive wavelet method without coarsening of the iterands
• Analytic regularity and polynomial approximation of parametric and stochastic elliptic PDE's
• Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
• Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
• Data Oscillation and Convergence of Adaptive FEM
• Finite elements for elliptic problems with stochastic coefficients
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
• scientific article; zbMATH DE number 1215245 (Why is no real title available?)
• scientific article; zbMATH DE number 911319 (Why is no real title available?)
• Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
• Probability theory
• Solution of stochastic partial differential equations using Galerkin finite element techniques
• Sparse high order FEM for elliptic sPDEs
• Sparse tensor discretization of elliptic SPDEs
• Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

Cited in

(35)

• Adaptive wavelet methods for the stochastic Poisson equation
• A shape calculus based method for a transmission problem with a random interface
• Poly-Sinc solution of stochastic elliptic differential equations
• Multi-element flow-driven spectral chaos (ME-FSC) method for uncertainty quantification of dynamical systems
• A posteriori error estimation and adaptivity in stochastic Galerkin FEM for parametric elliptic PDEs: beyond the affine case
• A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients
• Adaptive wavelet methods for elliptic partial differential equations with random operators
• Stochastic collocation method for computing eigenspaces of parameter-dependent operators
• Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data
• High-order methods as an alternative to using sparse tensor products for stochastic Galerkin FEM
• Sparse adaptive tensor Galerkin approximations of stochastic PDE-constrained control problems
• High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
• Adaptive stochastic Galerkin FEM
• Efficient Adaptive Algorithms for Elliptic PDEs with Random Data
• Stochastic Basis Adaptation and Spatial Domain Decomposition for Partial Differential Equations with Random Coefficients
• Adaptive algorithm for stochastic Galerkin method.
• An Adaptive Hybrid Spectral Method for Stochastic Helmholtz Problems
• Adaptive low-rank approximations for operator equations: accuracy control and computational complexity
• An adaptive stochastic Galerkin method based on multilevel expansions of random fields: convergence and optimality
• An Adaptive Stochastic Galerkin Tensor Train Discretization for Randomly Perturbed Domains
• An adaptive WENO collocation method for differential equations with random coefficients
• Two-level a posteriori error estimation for adaptive multilevel stochastic Galerkin finite element method
• Efficient adaptive multilevel stochastic Galerkin approximation using implicit a posteriori error estimation
• Convergence of adaptive stochastic Galerkin FEM
• Discrete least squares polynomial approximation with random evaluations - application to parametric and stochastic elliptic PDEs
• Error control in multi-element generalized polynomial chaos method for elliptic problems with random coefficients
• Fully discrete approximation of parametric and stochastic elliptic PDEs
• Exploring the locally low dimensional structure in solving random elliptic PDEs
• Efficient adaptive stochastic Galerkin methods for parametric operator equations
• The Helmholtz equation with uncertainties in the wavenumber
• Stochastic Galerkin methods for elliptic interface problems with random input
• An adaptive algorithm based on stochastic discontinuous Galerkin for convection dominated equations with random data
• A convergent adaptive finite element stochastic Galerkin method based on multilevel expansions of random fields
• Multilevel representations of random fields and sparse approximations of solutions to random PDEs
• Fast \(r\)-adaptivity for multiple queries of heterogeneous stochastic material fields

This page was built for publication: An adaptive stochastic Galerkin method for random elliptic operators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2840619)