Analytic regularity and polynomial approximation of parametric and stochastic elliptic PDE's
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Publication:3074789
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- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
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Cited in
(only showing first 100 items - show all)- A Study of Elliptic Partial Differential Equations with Jump Diffusion Coefficients
- IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains
- Multi-index stochastic collocation for random PDEs
- A shape calculus based method for a transmission problem with a random interface
- On quantitative stability in infinite-dimensional optimization under uncertainty
- An asymptotically compatible probabilistic collocation method for randomly heterogeneous nonlocal problems
- Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients
- On the influence of robustness measures on shape optimization with stochastic uncertainties
- Deep ReLU neural network approximation in Bochner spaces and applications to parametric PDEs
- Nonlinear model reduction on metric spaces. Application to one-dimensional conservative PDEs in Wasserstein spaces
- Uniform regularity for linear kinetic equations with random input based on hypocoercivity
- Uniform shift estimates for transmission problems and optimal rates of convergence for the parametric finite element method
- Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations
- Quasi--Monte Carlo Integration for Affine-Parametric, Elliptic PDEs: Local Supports and Product Weights
- Adaptive sparse grid model order reduction for fast Bayesian estimation and inversion
- Local equilibration error estimators for guaranteed error control in adaptive stochastic higher-order Galerkin finite element methods
- Intrusive generalized polynomial chaos with asynchronous time integration for the solution of the unsteady Navier-Stokes equations
- Numerical solution of the homogeneous Neumann boundary value problem on domains with a thin layer of random thickness
- Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations
- Multivariate approximation in downward closed polynomial spaces
- Uncertainty Quantification for Spectral Fractional Diffusion: Sparsity Analysis of Parametric Solutions
- Scaling limits in computational Bayesian inversion
- Analyticity, regularity, and generalized polynomial chaos approximation of stochastic, parametric parabolic two-scale partial differential equations
- Greedy Algorithms for Optimal Measurements Selection in State Estimation Using Reduced Models
- Recursive POD Expansion for the Advection-Diffusion-Reaction Equation
- Polynomial approximation via compressed sensing of high-dimensional functions on lower sets
- Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations
- Reproducing kernel Hilbert spaces for parametric partial differential equations
- Fast reconstruction of 3D blood flows from Doppler ultrasound images and reduced models
- Exploring the locally low dimensional structure in solving random elliptic PDEs
- Reduced basis methods for uncertainty quantification
- Hypocoercivity and Uniform Regularity for the Vlasov--Poisson--Fokker--Planck System with Uncertainty and Multiple Scales
- Reduced Basis Greedy Selection Using Random Training Sets
- An improved discrete least-squares/reduced-basis method for parameterized elliptic PDEs
- A mixed ℓ1 regularization approach for sparse simultaneous approximation of parameterized PDEs
- Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension
- A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients
- Approximate methods for stochastic eigenvalue problems
- Polynomial approximation of anisotropic analytic functions of several variables
- Stochastic collocation methods via \(\ell_1\) minimization using randomized quadratures
- Multilevel Quasi-Monte Carlo Uncertainty Quantification for Advection-Diffusion-Reaction
- Sparse-grid, reduced-basis Bayesian inversion
- Direct tensor-product solution of one-dimensional elliptic equations with parameter-dependent coefficients
- Optimal reduced model algorithms for data-based state estimation
- Sparse quadrature for high-dimensional integration with Gaussian measure
- Large deformation shape uncertainty quantification in acoustic scattering
- Data Assimilation in Reduced Modeling
- Multilevel quadrature for elliptic parametric partial differential equations in case of polygonal approximations of curved domains
- Kernel Methods for Bayesian Elliptic Inverse Problems on Manifolds
- A new algorithm for high-dimensional uncertainty quantification based on dimension-adaptive sparse grid approximation and reduced basis methods
- Deep learning in high dimension: neural network expression rates for generalized polynomial chaos expansions in UQ
- Efficient adaptive multilevel stochastic Galerkin approximation using implicit a posteriori error estimation
- Correcting for unknown errors in sparse high-dimensional function approximation
- Fully discrete approximation of parametric and stochastic elliptic PDEs
- Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations
- \(\varepsilon\)-dimension in infinite dimensional hyperbolic cross approximation and application to parametric elliptic PDEs
- Low-rank tensor methods for partial differential equations
- Stochastic modeling and regularity of the nonlinear elliptic curl-curl equation
- Numerical solution of the Poisson equation on domains with a thin layer of random thickness
- Stochastic Galerkin methods for time-dependent radiative transfer equations with uncertain coefficients
- Convergence rates of high dimensional Smolyak quadrature
- Multilevel Designed Quadrature for Partial Differential Equations with Random Inputs
- Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
- scientific article; zbMATH DE number 7370565 (Why is no real title available?)
- The gap between theory and practice in function approximation with deep neural networks
- On a multilevel preconditioner and its condition numbers for the discretized Laplacian on full and sparse grids in higher dimensions
- Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)
- Stochastic Galerkin approximation of the Reynolds equation with irregular film thickness
- A sparse FFT approach for ODE with random coefficients
- A dynamically adaptive sparse grids method for quasi-optimal interpolation of multidimensional functions
- Explicit cost bounds of stochastic Galerkin approximations for parameterized PDEs with random coefficients
- Improved Efficiency of a Multi-Index FEM for Computational Uncertainty Quantification
- Linear collective collocation approximation for parametric and stochastic elliptic PDEs
- Nonlinear approximation spaces for inverse problems
- Sampling-free Bayesian inversion with adaptive hierarchical tensor representations
- A convergent adaptive stochastic Galerkin finite element method with quasi-optimal spatial meshes
- Parameter-robust stochastic Galerkin mixed approximation for linear poroelasticity with uncertain inputs
- MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM
- Error analysis of the dynamically orthogonal approximation of time dependent random PDEs
- Accelerating stochastic collocation methods for partial differential equations with random input data
- Galerkin methods for stationary radiative transfer equations with uncertain coefficients
- On the stability and accuracy of least squares approximations
- Low-Rank Tensor Approximation for High-Order Correlation Functions of Gaussian Random Fields
- Sequential sampling for optimal weighted least squares approximations in hierarchical spaces
- Hyperbolic cross approximation in infinite dimensions
- Nonlinear reduced models for state and parameter estimation
- Analysis of discrete \(L^2\) projection on polynomial spaces with random evaluations
- Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
- Sparse polynomial approximation of parametric elliptic PDEs. Part I: affine coefficients
- Accurate and efficient evaluation of failure probability for partial different equations with random input data
- Error bounds for POD expansions of parameterized transient temperatures
- On tensor product approximation of analytic functions
- Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations
- Iterative methods based on soft thresholding of hierarchical tensors
- Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
- Analysis of quasi-optimal polynomial approximations for parameterized PDEs with deterministic and stochastic coefficients
- Sparse polynomial approximations for affine parametric saddle point problems
- Sparse adaptive Taylor approximation algorithms for parametric and stochastic elliptic PDEs
- Local approximation of operators
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