Convergence rates of sparse tensor GPC FEM for elliptic sPDEs

DOI10.1007/978-3-642-15337-2_7MaRDI QIDQ2998514zbMATH OpenOpenAlexFDO

Authors Marcel Bieri, R. Andreev, Christoph Schwab

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_7

zbMATH Keywords

convergencefinite element method (FEM)Galerkin polynomial chaos (GPC)numerical examplessparse tensor algorithmsstochastic elliptic PDEsstochastic Galerkin methodstochastic partial differential equations (sPDEs)

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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(10)

• Sparse tensor product spectral Galerkin BEM for elliptic problems with random input data on a spheroid
• Sparse approximate solutions to stochastic Galerkin equations
• On the algebraic construction of sparse multilevel approximations of elliptic tensor product problems
• Convergence rates of multilevel and sparse tensor approximations for a random elliptic PDE
• Sparse tensor discretization of elliptic SPDEs
• Tensor-structured Galerkin approximation of parametric and stochastic elliptic PDEs
• High-order methods as an alternative to using sparse tensor products for stochastic Galerkin FEM
• Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
• Tensor approximation methods for stochastic problems
• Convergence to a model in sparse-Lagrangian FDF simulations

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