Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients

DOI10.1016/J.CAMWA.2013.03.004zbMATH Open1350.65003OpenAlexW2109744909MaRDI QIDQ316548FDOQ316548

Authors: J. Beck, F. Nobile, R. Tempone, L. Tamellini 

Publication date: 27 September 2016

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2013.03.004

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zbMATH Keywords

uncertainty quantificationnumerical resultmultivariate polynomial approximationstochastic Galerkin methodbest \(M\)-terms polynomial approximationelliptic partial differential equations with random datasubexponential convergence

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) 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
• 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
• Polynomial approximation of anisotropic analytic functions of several variables
• A posteriori error estimation for elliptic partial differential equations with small uncertainties
• A dynamically adaptive sparse grids method for quasi-optimal interpolation of multidimensional functions
• Hyperbolic cross approximation in infinite dimensions
• A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients
• Fully discrete approximation of parametric and stochastic elliptic PDEs
• Kolmogorov widths and low-rank approximations of parametric elliptic PDEs
• Note on coefficient matrices from stochastic Galerkin methods for random diffusion equations
• Editorial: High-order finite element approximation for partial differential equations
• A method for dimensionally adaptive sparse trigonometric interpolation of periodic functions
• Chance constrained optimization of elliptic PDE systems with a smoothing convex approximation
• Reduced order modeling for elliptic problems with high contrast diffusion coefficients
• Higher order quasi-Monte Carlo integration for Bayesian PDE inversion
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• Sparse approximate solutions to stochastic Galerkin equations
• A mixed ℓ₁ regularization approach for sparse simultaneous approximation of parameterized PDEs
• Prime sample scheme for almost sure convergence of a Galerkin approximation
• Sparse polynomial chaos expansions using variational relevance vector machines
• Analysis of quasi-optimal polynomial approximations for parameterized PDEs with deterministic and stochastic coefficients
• An improved discrete least-squares/reduced-basis method for parameterized elliptic PDEs
• 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
• On the convergence of the stochastic Galerkin method for random elliptic partial differential equations
• Exploiting locality in sparse polynomial approximation of parametric elliptic PDEs and application to parameterized domains
• Analytic regularity and stochastic collocation of high-dimensional Newton iterates
• Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs
• On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods
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• Analysis of multivariate Gegenbauer approximation in the hypercube
• Discrete least squares polynomial approximation with random evaluations - application to parametric and stochastic elliptic PDEs
• Solution of stochastic nonlinear time fractional PDEs using polynomial chaos expansion combined with an exponential integrator

Uses Software

• OPQ

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