Stochastic Galerkin Matrices

DOI10.1137/080742282zbMath1205.65021OpenAlexW2069379427MaRDI QIDQ3053125

Oliver G. Ernst, Elisabeth Ullmann

Publication date: 4 November 2010

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/080742282

zbMATH Keywords

orthogonal polynomialslinear differential equationsstochastic finite elementsstochastic Galerkin methods

Mathematics Subject Classification ID

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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