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

DOI10.1002/NUM.20696zbMATH Open1386.65041OpenAlexW2080040522MaRDI QIDQ3166285FDOQ3166285

Authors: 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

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zbMATH Keywords

exponential convergence\(hp\)-FEMstochastic PDE

Mathematics Subject Classification ID

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)

Cites Work

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• An introduction to infinite-dimensional analysis
• Sparse finite elements for elliptic problems with stochastic loading
• Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
• 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 elements for stochastic elliptic problems --- higher order moments
• Sparse finite element methods for operator equations with stochastic data.
• hp-FEM for second moments of elliptic PDEs with stochastic data. II: Exponential convergence for stationary singular covariance functions
• On the regularity of solutions of a homogeneous Dirichlet problem for a non-hypoelliptic linear partial differential operator

Cited In (3)

• hp-FEM for second moments of elliptic PDEs with stochastic data. II: Exponential convergence for stationary singular covariance functions
• Harmonic and heat flow representations of the Gaussian white noise
• Covariance regularity and \(\mathcal {H}\)-matrix approximation for rough random fields

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