Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations

DOI10.1016/j.cma.2014.02.023zbMath1425.65016OpenAlexW2050552555MaRDI QIDQ1667251

Prasanth B. Nair, Christophe Audouze

Publication date: 28 August 2018

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2014.02.023

zbMATH Keywords

parabolic stochastic partial differential equationscurse of dimensionalityreduced-order modelingfunctional analysis of variancepolynomial chaos expansions\textit{a priori} error estimation

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) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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