A least-squares approximation of partial differential equations with high-dimensional random inputs

DOI10.1016/j.jcp.2009.03.006zbMath1167.65322OpenAlexW2146552914MaRDI QIDQ1028242

Publication date: 30 June 2009

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2009.03.006

zbMATH Keywords

algorithm numerical experiments stochastic partial differential equations curse of dimensionality a priori error analysis uncertainty quantification separated representation alternating least-squares scheme stochastic collocation methods stochastic Galerkin projections

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) 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)

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