Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison
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Publication:2998510
DOI10.1007/978-3-642-15337-2_3zbMath1216.65004MaRDI QIDQ2998510
Joakim Bäck, Fabio Nobile, Raúl Tempone, Lorenzo Tamellini
Publication date: 18 May 2011
Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-15337-2_3
numerical results; elliptic equations; uncertainty quantification; multivariate polynomial approximation; stochastic collocation methods; stochastic Galerkin methods; PDEs with random data; Smolyak approximation
65N35: Spectral, collocation and related methods for boundary value problems involving PDEs
65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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