Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients
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uncertainty quantificationnumerical resultmultivariate polynomial approximationstochastic Galerkin methodbest \(M\)-terms polynomial approximationelliptic partial differential equations with random datasubexponential convergence
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) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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Cited in
(44)- Implementation of optimal Galerkin and collocation approximations of PDEs with random coefficients
- Polynomial approximation via compressed sensing of high-dimensional functions on lower sets
- Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs
- A sparse stochastic collocation technique for high-frequency wave propagation with uncertainty
- Low-Rank Tensor Approximation for High-Order Correlation Functions of Gaussian Random Fields
- Stochastic preconditioning of domain decomposition methods for elliptic equations with random coefficients
- An adaptive stochastic Galerkin method based on multilevel expansions of random fields: convergence and optimality
- Parallel domain decomposition strategies for stochastic elliptic equations. Part B: Accelerated Monte Carlo sampling with local PC expansions
- On tensor product approximation of analytic functions
- Polynomial approximation of anisotropic analytic functions of several variables
- A dynamically adaptive sparse grids method for quasi-optimal interpolation of multidimensional functions
- A posteriori error estimation for elliptic partial differential equations with small uncertainties
- A domain decomposition model reduction method for linear convection-diffusion equations with random coefficients
- An adaptive wavelet stochastic collocation method for irregular solutions of partial differential equations with random input data
- A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients
- Hyperbolic cross approximation in infinite dimensions
- Fully discrete approximation of parametric and stochastic elliptic PDEs
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- Note on coefficient matrices from stochastic Galerkin methods for random diffusion equations
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- Stochastic finite element methods for partial differential equations with random input data
- The gap between theory and practice in function approximation with deep neural networks
- Analytic regularity and stochastic collocation of high-dimensional Newton iterates
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- Exploiting locality in sparse polynomial approximation of parametric elliptic PDEs and application to parameterized domains
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- Accelerating stochastic collocation methods for partial differential equations with random input data
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- Analysis of multivariate Gegenbauer approximation in the hypercube
- Solution of stochastic nonlinear time fractional PDEs using polynomial chaos expansion combined with an exponential integrator
- Discrete least squares polynomial approximation with random evaluations - application to parametric and stochastic elliptic PDEs
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