Analytic regularity and polynomial approximation of parametric and stochastic elliptic PDE's

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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zbMATH Keywords

multivariate polynomial approximationanalytic regularityfinite dimensional approximationstochastic and parametric elliptic equationsadaptivity and sparsity

Mathematics Subject Classification ID

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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Cited In (only showing first 100 items - show all)

• Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations
• An adaptive stochastic Galerkin method for random elliptic operators
• Fully Discrete Approximation of Parametric and Stochastic Elliptic PDEs
• Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs
• Nonlinear Reduced Models for State and Parameter Estimation
• HIGH-ORDER GALERKIN APPROXIMATIONS FOR PARAMETRIC SECOND-ORDER ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS
• 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
• Accelerating Stochastic Collocation Methods for Partial Differential Equations with Random Input Data
• 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
• Large deformation shape uncertainty quantification in acoustic 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
• Local Equilibration Error Estimators for Guaranteed Error Control in Adaptive Stochastic Higher-Order Galerkin Finite Element Methods
• On the stability and accuracy of least squares approximations
• Analysis of discrete \(L^2\) projection on polynomial spaces with random evaluations
• Numerical homogenization: survey, new results, and perspectives
• Analytic regularity and nonlinear approximation of a class of parametric semilinear elliptic PDEs
• Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
• Adaptive stochastic Galerkin FEM with hierarchical tensor representations
• Galerkin methods for stationary radiative transfer equations with uncertain coefficients
• Iterative methods based on soft thresholding of hierarchical tensors
• Model reduction and neural networks for parametric PDEs
• An offline/online algorithm for a class of stochastic multiple obstacle scattering configurations in the half-plane
• Hyperbolic cross approximation in infinite dimensions
• Infinite-dimensional \(\ell ^1\) minimization and function approximation from pointwise data
• Accurate and efficient evaluation of failure probability for partial different equations with random input data
• Kolmogorov widths and low-rank approximations of parametric elliptic PDEs
• Error bounds for POD expansions of parameterized transient temperatures
• High-order methods as an alternative to using sparse tensor products for stochastic Galerkin FEM
• Multilevel approximation of parametric and stochastic PDES
• Model reduction using sparse polynomial interpolation for the incompressible Navier-Stokes equations
• Adaptive stochastic Galerkin FEM
• Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
• Polynomial approximations of a class of stochastic multiscale elasticity problems
• Discrete least-squares approximations over optimized downward closed polynomial spaces in arbitrary dimension
• Discrete least squares polynomial approximation with random evaluations − application to parametric and stochastic elliptic PDEs
• Tensor-sparsity of solutions to high-dimensional elliptic partial differential equations
• Numerical homogenization of a nonlinearly coupled elliptic-parabolic system, reduced basis method, and application to nuclear waste storage
• Nonlinear approximation spaces for inverse problems
• Interpolation via weighted \(\ell_{1}\) minimization
• Comparison of Clenshaw–Curtis and Leja Quasi-Optimal Sparse Grids for the Approximation of Random PDEs
• Sparse polynomial approximation of parametric elliptic PDEs. Part I: affine coefficients
• Analysis of quasi-optimal polynomial approximations for parameterized PDEs with deterministic and stochastic coefficients
• Stochastic finite element methods for partial differential equations with random input data
• An adaptive stochastic Galerkin method based on multilevel expansions of random fields: Convergence and optimality
• Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs
• N-TERM WIENER CHAOS APPROXIMATION RATES FOR ELLIPTIC PDEs WITH LOGNORMAL GAUSSIAN RANDOM INPUTS
• A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• On the Stability of Polynomial Interpolation Using Hierarchical Sampling
• The Vlasov-Fokker-Planck equation with high dimensional parametric forcing term
• Parameter-Robust Stochastic Galerkin Mixed Approximation for Linear Poroelasticity with Uncertain Inputs
• A literature survey of low-rank tensor approximation techniques
• A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation
• Adaptive Nonintrusive Reconstruction of Solutions to High-Dimensional Parametric PDEs
• Sequential Sampling for Optimal Weighted Least Squares Approximations in Hierarchical Spaces
• A High Performance Computing and Sensitivity Analysis Algorithm for Stochastic Many-Particle Wave Scattering
• Analytic regularity and polynomial approximation of stochastic, parametric elliptic multiscale PDEs
• Tensor networks and hierarchical tensors for the solution of high-dimensional partial differential equations
• Approximate methods for stochastic eigenvalue problems
• Rapidly computing sparse Legendre expansions via sparse Fourier transforms
• Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
• Higher Order Quasi Monte-Carlo Integration in Uncertainty Quantification
• The geometry of algorithms using hierarchical tensors
• Analyticity, regularity, and generalized polynomial chaos approximation of stochastic, parametric parabolic two-scale partial differential equations
• Numerical solution of the Poisson equation on domains with a thin layer of random thickness
• Polynomial approximation via compressed sensing of high-dimensional functions on lower sets
• 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
• Uniform Regularity for Linear Kinetic Equations with Random Input Based on Hypocoercivity
• A sparse FFT approach for ODE with random coefficients
• Reproducing Kernel Hilbert Spaces for Parametric Partial Differential Equations
• Convergence analysis of Padé approximations for Helmholtz frequency response problems
• Sparse-grid, reduced-basis Bayesian inversion
• Data Assimilation in Reduced Modeling
• Improved Efficiency of a Multi-Index FEM for Computational Uncertainty Quantification
• Adaptive Sparse Grid Model Order Reduction for Fast Bayesian Estimation and Inversion
• 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
• Stochastic Collocation Methods via $\ell_1$ Minimization Using Randomized Quadratures
• A convergent adaptive stochastic Galerkin finite element method with quasi-optimal spatial meshes
• Recursive POD Expansion for the Advection-Diffusion-Reaction Equation
• The Gap between Theory and Practice in Function Approximation with Deep Neural Networks
• 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

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