hp-FEM for second moments of elliptic PDEs with stochastic data. I. Analytic regularity

DOI10.1002/num.20696zbMath1386.65041MaRDI QIDQ3166285

Bastian Pentenrieder, Christoph Schwab

Publication date: 11 October 2012

Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/num.20696

zbMATH Keywords

exponential convergence; \(hp\)-FEM; stochastic PDE

Mathematics Subject Classification ID

60G60: Random fields

65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs

60H25: Random operators and equations (aspects of stochastic analysis)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

Related Items

Covariance regularity and \(\mathcal {H}\)-matrix approximation for rough random fields, hp-FEM for second moments of elliptic PDEs with stochastic data. II: Exponential convergence for stationary singular covariance functions

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