A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs.
DOI10.1137/090750743zbMath1234.35329OpenAlexW2069201579MaRDI QIDQ3116408
Publication date: 22 February 2012
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/090750743
stochastic partial differential equationssparse tensor productsstochastic collocation methodsmultilevel approximationsSmolyak approximation
Probabilistic models, generic numerical methods in probability and statistics (65C20) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items