hp-FEM for second moments of elliptic PDEs with stochastic data. II: Exponential convergence for stationary singular covariance functions

DOI10.1002/NUM.20690zbMATH Open1386.65042OpenAlexW2098026535MaRDI QIDQ3166286FDOQ3166286

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.20690

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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

• Title not available (Why is that?)
• Sparse finite elements for elliptic problems with stochastic loading
• Stabilizedhp-Finite Element Methods for First-Order Hyperbolic Problems
• 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
• \(hp\)-FEM for second moments of elliptic PDEs with stochastic data. I. Analytic regularity

Cited In (4)

• Sparse polynomial approximation in positive order Sobolev spaces with bounded mixed derivatives and applications to elliptic problems with random loading
• \(hp\)-FEM for second moments of elliptic PDEs with stochastic data. I. Analytic regularity
• \(\mathcal{H}\)-matrix based second moment analysis for rough random fields and finite element discretizations
• Covariance regularity and \(\mathcal {H}\)-matrix approximation for rough random fields

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