A Posteriori Error Analysis of Stochastic Differential Equations Using Polynomial Chaos Expansions

DOI10.1137/100795760zbMath1230.65007OpenAlexW2025769367MaRDI QIDQ3103514

No author found.

Publication date: 7 December 2011

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://www.osti.gov/biblio/1289685

zbMATH Keywords

numerical examplesa posteriori error analysisnonlinear stochastic differential equationadjoint problempolynomial chaosstochastic spectral methodsstochastic Galerkin methods

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) 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)

Related Items (14)

Error Decomposition and Adaptivity for Response Surface Approximations from PDEs with Parametric Uncertainty ⋮ Convergence of Probability Densities Using Approximate Models for Forward and Inverse Problems in Uncertainty Quantification ⋮ Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates ⋮ Fast \(r\)-adaptivity for multiple queries of heterogeneous stochastic material fields ⋮ An Introductory Review on A Posteriori Error Estimation in Finite Element Computations ⋮ A Posteriori Validation of Generalized Polynomial Chaos Expansions ⋮ Goal-oriented error estimation and adaptivity for elliptic PDEs with parametric or uncertain inputs ⋮ Adaptive reduced basis strategy based on goal oriented error assessment for stochastic problems ⋮ Efficient Adaptive Stochastic Galerkin Methods for Parametric Operator Equations ⋮ Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation ⋮ Spatio-stochastic adaptive discontinuous Galerkin methods ⋮ A posteriori error estimation for elliptic partial differential equations with small uncertainties ⋮ Goal-oriented error control of stochastic system approximations using metric-based anisotropic adaptations ⋮ Adjoint Error Estimation for Stochastic Collocation Methods

This page was built for publication: A Posteriori Error Analysis of Stochastic Differential Equations Using Polynomial Chaos Expansions