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_3zbMath1216.65004OpenAlexW87368160MaRDI 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 resultselliptic equationsuncertainty quantificationmultivariate polynomial approximationstochastic collocation methodsstochastic Galerkin methodsPDEs with random dataSmolyak approximation
Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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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