Sparse Quadrature as an Alternative to Monte Carlo for Stochastic Finite Element Techniques

DOI10.1002/pamm.200310516zbMath1354.65013OpenAlexW2034373105MaRDI QIDQ2955319

Hermann G. Matthies, Andreas Keese

Publication date: 25 January 2017

Published in: PAMM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/pamm.200310516

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Numerical integration (65D30)

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