Sparse finite elements for elliptic problems with stochastic loading

DOI10.1007/s00211-003-0455-zzbMath1044.65085OpenAlexW2135329423MaRDI QIDQ1412186

Christoph Schwab, Radu Alexandru Todor

Publication date: 9 November 2003

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/53177

zbMATH Keywords

algorithm comparison of methods numerical experiments Monte Carlo method stochastic Sobolev spaces multilevel preconditioning stochastic loading asymptotical rates of convergence hierarchic finite element spaces

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Monte Carlo methods (65C05) Boundary value problems for second-order elliptic equations (35J25) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)

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