Analytic regularity and polynomial approximation of parametric and stochastic elliptic PDE's
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Publication:3074789
DOI10.1142/S0219530511001728zbMATH Open1219.35379OpenAlexW3021293439MaRDI QIDQ3074789FDOQ3074789
Authors: Albert Cohen, Christoph Schwab, Ronald DeVore 
Publication date: 10 February 2011
Published in: Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219530511001728
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multivariate polynomial approximationanalytic regularityfinite dimensional approximationstochastic and parametric elliptic equationsadaptivity and sparsity
PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)
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- Hypocoercivity and Uniform Regularity for the Vlasov--Poisson--Fokker--Planck System with Uncertainty and Multiple Scales
- Kernel Methods for Bayesian Elliptic Inverse Problems on Manifolds
- A sparse FFT approach for ODE with random coefficients
- Large deformation shape uncertainty quantification in acoustic scattering
- Multivariate approximation in downward closed polynomial spaces
- Sparse-grid, reduced-basis Bayesian inversion
- Data Assimilation in Reduced Modeling
- Improved Efficiency of a Multi-Index FEM for Computational Uncertainty Quantification
- Parameter-robust stochastic Galerkin mixed approximation for linear poroelasticity with uncertain inputs
- Polynomial approximation of anisotropic analytic functions of several variables
- Low-rank tensor methods for partial differential equations
- \(\varepsilon\)-dimension in infinite dimensional hyperbolic cross approximation and application to parametric elliptic PDEs
- 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
- Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations
- A convergent adaptive stochastic Galerkin finite element method with quasi-optimal spatial meshes
- Recursive POD Expansion for the Advection-Diffusion-Reaction Equation
- Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients
- Convergence rates of high dimensional Smolyak quadrature
- On the influence of robustness measures on shape optimization with stochastic uncertainties
- Fast reconstruction of 3D blood flows from Doppler ultrasound images and reduced models
- A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients
- Fully discrete approximation of parametric and stochastic elliptic PDEs
- Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations
- A shape calculus based method for a transmission problem with a random interface
- Optimal reduced model algorithms for data-based state estimation
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- Linear collective collocation approximation for parametric and stochastic elliptic PDEs
- A Study of Elliptic Partial Differential Equations with Jump Diffusion Coefficients
- Reproducing kernel Hilbert spaces for parametric partial differential equations
- Deep ReLU neural network approximation in Bochner spaces and applications to parametric PDEs
- Stochastic Galerkin methods for time-dependent radiative transfer equations with uncertain coefficients
- Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)
- Sampling-free Bayesian inversion with adaptive hierarchical tensor representations
- On quantitative stability in infinite-dimensional optimization under uncertainty
- Nonlinear model reduction on metric spaces. Application to one-dimensional conservative PDEs in Wasserstein spaces
- Intrusive generalized polynomial chaos with asynchronous time integration for the solution of the unsteady Navier-Stokes equations
- Quasi--Monte Carlo Integration for Affine-Parametric, Elliptic PDEs: Local Supports and Product Weights
- Sparse quadrature for high-dimensional integration with Gaussian measure
- Stochastic modeling and regularity of the nonlinear elliptic curl-curl equation
- Multilevel Designed Quadrature for Partial Differential Equations with Random Inputs
- Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
- On a multilevel preconditioner and its condition numbers for the discretized Laplacian on full and sparse grids in higher dimensions
- Multi-index stochastic collocation for random PDEs
- Uniform regularity for linear kinetic equations with random input based on hypocoercivity
- An asymptotically compatible probabilistic collocation method for randomly heterogeneous nonlocal problems
- Scaling limits in computational Bayesian inversion
- Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension
- Correcting for unknown errors in sparse high-dimensional function approximation
- Stochastic Galerkin approximation of the Reynolds equation with irregular film thickness
- MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM
- Nonlinear approximation spaces for inverse problems
- Uniform shift estimates for transmission problems and optimal rates of convergence for the parametric finite element method
- Stability properties of a projector-splitting scheme for dynamical low rank approximation of random parabolic equations
- Uncertainty Quantification for Spectral Fractional Diffusion: Sparsity Analysis of Parametric Solutions
- Exploring the locally low dimensional structure in solving random elliptic PDEs
- A mixed ℓ1 regularization approach for sparse simultaneous approximation of parameterized PDEs
- Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations
- An improved discrete least-squares/reduced-basis method for parameterized elliptic PDEs
- The gap between theory and practice in function approximation with deep neural networks
- IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains
- Numerical solution of the homogeneous Neumann boundary value problem on domains with a thin layer of random thickness
- Greedy Algorithms for Optimal Measurements Selection in State Estimation Using Reduced Models
- A new algorithm for high-dimensional uncertainty quantification based on dimension-adaptive sparse grid approximation and reduced basis methods
- Direct tensor-product solution of one-dimensional elliptic equations with parameter-dependent coefficients
- Local equilibration error estimators for guaranteed error control in adaptive stochastic higher-order Galerkin finite element methods
- Reduced basis methods for uncertainty quantification
- Approximate methods for stochastic eigenvalue problems
- Multilevel quadrature for elliptic parametric partial differential equations in case of polygonal approximations of curved domains
- Efficient adaptive multilevel stochastic Galerkin approximation using implicit a posteriori error estimation
- Reduced Basis Greedy Selection Using Random Training Sets
- Multilevel Quasi-Monte Carlo Uncertainty Quantification for Advection-Diffusion-Reaction
- Adaptive sparse grid model order reduction for fast Bayesian estimation and inversion
- Stochastic collocation methods via \(\ell_1\) minimization using randomized quadratures
- Deep learning in high dimension: neural network expression rates for generalized polynomial chaos expansions in UQ
- Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations
- Sparse adaptive Taylor approximation algorithms for parametric and stochastic elliptic PDEs
- An adaptive stochastic Galerkin method for random elliptic operators
- \(N\)-term Wiener chaos approximation rates for elliptic PDEs with lognormal Gaussian random inputs
- Sparse Legendre expansions via \(\ell_1\)-minimization
- Analyticity of homogenized coefficients under Bernoulli perturbations and the Clausius-Mossotti formulas
- Sparse-grid polynomial interpolation approximation and integration for parametric and stochastic elliptic PDEs with lognormal inputs
- Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs
- Sparse tensor Galerkin discretization of parametric and random parabolic PDEs---analytic regularity and generalized polynomial chaos approximation
- Sparse adaptive approximation of high dimensional parametric initial value problems
- Regularity and generalized polynomial chaos approximation of parametric and random second-order hyperbolic partial differential equations
- High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
- Low-Rank Tensor Approximation for High-Order Correlation Functions of Gaussian Random Fields
- An adaptive stochastic Galerkin method based on multilevel expansions of random fields: convergence and optimality
- A high performance computing and sensitivity analysis algorithm for stochastic many-particle wave scattering
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- Infinite-dimensional compressed sensing and function interpolation
- Sparse polynomial approximations for affine parametric saddle point problems
- Local approximation of operators
- On tensor product approximation of analytic functions
- Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients
- Sequential sampling for optimal weighted least squares approximations in hierarchical spaces
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