Approximation of quantities of interest in stochastic PDEs by the random discrete L^2 projection on polynomial spaces
DOI10.1137/120897109zbMATH Open1276.65004OpenAlexW2036242000MaRDI QIDQ2847720FDOQ2847720
Authors: F. Nobile, R. Tempone, Giovanni Migliorati, Erik von Schwerin 
Publication date: 11 September 2013
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/120897109
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convergenceerror boundsnumerical examplesstabilityNavier-Stokes equationspolynomial approximationDarcy equationdiscrete least squareslinear elasticity equationsquantities of interestPDE stochastic data
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) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)
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