Implementation of optimal Galerkin and collocation approximations of PDEs with random coefficients
DOI10.1051/PROC/201133002zbMATH Open1302.65249OpenAlexW2120059173MaRDI QIDQ2880164FDOQ2880164
Authors: J. Beck, F. Nobile, R. Tempone, L. Tamellini
Publication date: 12 April 2012
Published in: European Series in Applied and Industrial Mathematics (ESAIM): Proceedings (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/proc/201133002
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uncertainty quantificationelliptic equationsmultivariate polynomial approximationsparse gridsstochastic collocation methodsstochastic Galerkin methodsbest \(M\)-terms approximationPDEs with random dataSmolyak approximation
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Theoretical approximation in context of PDEs (35A35) Random operators and equations (aspects of stochastic analysis) (60H25)
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- Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
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- Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison
- An adaptive WENO collocation method for differential equations with random coefficients
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