ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS (Q3166761)

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ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS
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    ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS (English)
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    15 October 2012
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    uncertainty quantification
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    multivariate polynomial approximation
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    best M-terms polynomial approximation
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    stochastic Galerkin methods
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    Smolyak approximation
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    sparse grids
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    stochastic collocation methods
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    numerical examples
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    linear elliptic equations
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    stochastic coefficients
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    convergence
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