Approximating Infinity-Dimensional Stochastic Darcy's Equations without Uniform Ellipticity

DOI10.1137/080717924zbMath1205.60121MaRDI QIDQ3056244

Publication date: 11 November 2010

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1969.1/183177

zbMATH Keywords

finite elements; white noise analysis; stochastic partial differential equations; stochastic elliptic equations; Wiener-chaos expansions

Mathematics Subject Classification ID

65N12: Stability and convergence of numerical methods for boundary value problems involving PDEs

60H30: Applications of stochastic analysis (to PDEs, etc.)

60H40: White noise theory

65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

Related Items

Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs), Random field representations for stochastic elliptic boundary value problems and statistical inverse problems, Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions, On Local Fourier Analysis of Multigrid Methods for PDEs with Jumping and Random Coefficients, Bayesian inverse problems for recovering coefficients of two scale elliptic equations, N-TERM WIENER CHAOS APPROXIMATION RATES FOR ELLIPTIC PDEs WITH LOGNORMAL GAUSSIAN RANDOM INPUTS, Near-optimal approximation methods for elliptic PDEs with lognormal coefficients, Adaptive Nonintrusive Reconstruction of Solutions to High-Dimensional Parametric PDEs, Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise, The multi-level Monte Carlo finite element method for a stochastic Brinkman problem, Weak truncation error estimates for elliptic PDEs with lognormal coefficients, Mixed finite element analysis of lognormal diffusion and multilevel Monte Carlo methods, Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs, A note on stochastic elliptic models, A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients, Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations, Representations of Gaussian random fields and approximation of elliptic PDEs with lognormal coefficients, A Monte Carlo approach to computing stiffness matrices arising in polynomial chaos approximations, On expansions and nodes for sparse grid collocation of lognormal elliptic PDEs, A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients, Multivariate function approximations using the D-MORPH algorithm, Tensor train approximation of moment equations for elliptic equations with lognormal coefficient, Efficient stochastic Galerkin methods for Maxwell's equations with random inputs, An optimization based domain decomposition method for PDEs with random inputs, Comparison of approaches for random PDE optimization problems based on different matching functionals, A priori error estimates for finite element approximations of parabolic stochastic partial differential equations with generalized random variables, Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs, Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format