Strong and Weak Error Estimates for Elliptic Partial Differential Equations with Random Coefficients

DOI10.1137/100800531zbMath1241.65011OpenAlexW2072282162MaRDI QIDQ2882340

Publication date: 4 May 2012

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/100800531

zbMATH Keywords

convergence lognormal distribution uncertainty quantification Karhunen-Loève expansion elliptic PDE with random coefficients stochastic collocation method weak error estimate covariance kernel strong error estimate

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Boundary value problems for second-order elliptic equations (35J25) Flows in porous media; filtration; seepage (76S05) 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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