hp-FEM for second moments of elliptic PDEs with stochastic data. I. Analytic regularity
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Publication:3166285
Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Random operators and equations (aspects of stochastic analysis) (60H25)
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Cites work
- scientific article; zbMATH DE number 3719745 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- An introduction to infinite-dimensional analysis
- On the regularity of solutions of a homogeneous Dirichlet problem for a non-hypoelliptic linear partial differential operator
- Random Fields
- Regularity of the Solution of Elliptic Problems with Piecewise Analytic Data. Part I. Boundary Value Problems for Linear Elliptic Equation of Second Order
- Sparse finite element methods for operator equations with stochastic data.
- Sparse finite elements for elliptic problems with stochastic loading
- Sparse finite elements for stochastic elliptic problems --- higher order moments
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
- hp-FEM for second moments of elliptic PDEs with stochastic data. II: Exponential convergence for stationary singular covariance functions
Cited in
(4)- Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle-Matérn fields
- Harmonic and heat flow representations of the Gaussian white noise
- hp-FEM for second moments of elliptic PDEs with stochastic data. II: Exponential convergence for stationary singular covariance functions
- Covariance regularity and \(\mathcal {H}\)-matrix approximation for rough random fields
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