Nonparametric density estimation for randomly perturbed elliptic problems. III: Convergence, computational cost, and generalizations
DOI10.1007/s12190-011-0484-1zbMath1295.65007OpenAlexW2022321621MaRDI QIDQ2511023
Axel Målqvist, Michael Holst, Donald J. Estep
Publication date: 5 August 2014
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12190-011-0484-1
algorithmconvergencedomain decompositionrandom perturbationNeumann serieselliptic problema posteriori error analysisnonparametric density estimationforward sensitivity analysis
Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Boundary value problems for second-order elliptic equations (35J25) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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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