Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs

DOI10.1017/S0962492911000055zbMath1269.65010MaRDI QIDQ3100349

Claude Jeffrey Gittelson, Christoph Schwab

Publication date: 24 November 2011

Published in: Acta Numerica (Search for Journal in Brave)

zbMATH Keywords

convergencecollocationgeneralized polynomial chaosmulti-level Monte Carlostochastic Galerkinstocastic PDEs

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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