A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs.

DOI10.1137/090750743zbMath1234.35329OpenAlexW2069201579MaRDI QIDQ3116408

Marcel Bieri

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

zbMATH Keywords

stochastic partial differential equationssparse tensor productsstochastic collocation methodsmultilevel approximationsSmolyak approximation

Mathematics Subject Classification ID

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

Error Estimation and Adaptivity for Stochastic Collocation Finite Elements Part II: Multilevel Approximation, A sparse grid stochastic collocation method for elliptic interface problems with random input, A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data, On the Convergence of Adaptive Stochastic Collocation for Elliptic Partial Differential Equations with Affine Diffusion, Sparse adaptive approximation of high dimensional parametric initial value problems, IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains, A gradient enhanced \(\ell_{1}\)-minimization for sparse approximation of polynomial chaos expansions, Asymptotic convergence of spectral inverse iterations for stochastic eigenvalue problems, Stochastic Collocation Methods via $\ell_1$ Minimization Using Randomized Quadratures, Adaptive stochastic Galerkin FEM, Non-intrusive low-rank separated approximation of high-dimensional stochastic models, Towards a unified multiresolution scheme for treating discontinuities in differential equations with uncertainties, Approximate methods for stochastic eigenvalue problems, Multiparametric shell eigenvalue problems, Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity, Interval Shannon wavelet collocation method for fractional Fokker-Planck equation, A non-adapted sparse approximation of PDEs with stochastic inputs, Multilevel Accelerated Quadrature for PDEs with Log-Normally Distributed Diffusion Coefficient, A heterogeneous stochastic FEM framework for elliptic PDEs, Multi-index stochastic collocation for random PDEs