Analytic regularity and polynomial approximation of parametric and stochastic elliptic PDE's
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- scientific article; zbMATH DE number 3596197 (Why is no real title available?)
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- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
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- Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
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- Reduced basis method for linear elasticity problems with many parameters
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- Sparse tensor discretization of elliptic SPDEs
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Cited in
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- 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
- An adaptive stochastic Galerkin method for random elliptic operators
- A literature survey of low-rank tensor approximation techniques
- Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs
- A multilevel stochastic collocation method for partial differential equations with random input data
- Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients
- An adaptive stochastic Galerkin method based on multilevel expansions of random fields: convergence and optimality
- Sparse adaptive approximation of high dimensional parametric initial value problems
- Sparse tensor Galerkin discretization of parametric and random parabolic PDEs---analytic regularity and generalized polynomial chaos approximation
- The geometry of algorithms using hierarchical tensors
- Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- A high performance computing and sensitivity analysis algorithm for stochastic many-particle wave scattering
- Stochastic finite element methods for partial differential equations with random input data
- Infinite-dimensional \(\ell ^1\) minimization and function approximation from pointwise data
- On the stability of polynomial interpolation using hierarchical sampling
- Analytic regularity and polynomial approximation of stochastic, parametric elliptic multiscale PDEs
- High-order methods as an alternative to using sparse tensor products for stochastic Galerkin FEM
- Fully discrete approximation of parametric and stochastic elliptic PDEs
- Numerical homogenization: survey, new results, and perspectives
- Polynomial approximations of a class of stochastic multiscale elasticity problems
- Rapidly computing sparse Legendre expansions via sparse Fourier transforms
- Model reduction and neural networks for parametric PDEs
- Quantics-TT collocation approximation of parameter-dependent and stochastic elliptic PDEs
- Sparse Legendre expansions via \(\ell_1\)-minimization
- High-order Galerkin approximations for parametric second-order elliptic partial differential equations
- Tensor-sparsity of solutions to high-dimensional elliptic partial differential equations
- A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation
- Regularity and generalized polynomial chaos approximation of parametric and random second-order hyperbolic partial differential equations
- Kolmogorov widths and low-rank approximations of parametric elliptic PDEs
- Approximation of high-dimensional parametric PDEs
- Analyticity of homogenized coefficients under Bernoulli perturbations and the Clausius-Mossotti formulas
- Tensor networks and hierarchical tensors for the solution of high-dimensional partial differential equations
- Multilevel approximation of parametric and stochastic PDES
- Sparse-grid polynomial interpolation approximation and integration for parametric and stochastic elliptic PDEs with lognormal inputs
- Analytic regularity and nonlinear approximation of a class of parametric semilinear elliptic PDEs
- \(N\)-term Wiener chaos approximation rates for elliptic PDEs with lognormal Gaussian random inputs
- Numerical homogenization of a nonlinearly coupled elliptic-parabolic system, reduced basis method, and application to nuclear waste storage
- An offline/online algorithm for a class of stochastic multiple obstacle scattering configurations in the half-plane
- Adaptive stochastic Galerkin FEM with hierarchical tensor representations
- High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
- Interpolation via weighted \(\ell_{1}\) minimization
- Infinite-dimensional compressed sensing and function interpolation
- Higher order quasi Monte-Carlo integration in uncertainty quantification
- Comparison of Clenshaw-Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs
- The Vlasov-Fokker-Planck equation with high dimensional parametric forcing term
- Adaptive stochastic Galerkin FEM
- Model reduction using sparse polynomial interpolation for the incompressible Navier-Stokes equations
- Adaptive Nonintrusive Reconstruction of Solutions to High-Dimensional Parametric PDEs
- Discrete least squares polynomial approximation with random evaluations - application to parametric and stochastic elliptic PDEs
- Sparse polynomial approximation of parametric elliptic PDEs. II: Lognormal coefficients.
- 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
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