A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations
From MaRDI portal
Publication:2374614
DOI10.1016/j.jcp.2015.05.041zbMath1349.65635arXiv1409.1526OpenAlexW1506412930MaRDI QIDQ2374614
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.1526
model reductionreduced basis methodvariance reductiona posteriori error estimationstochastic elliptic PDEshybridizable discontinuous Galerkin methodmultilevel Monte Carlo method
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Boundary value problems for second-order elliptic equations (35J25) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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