Error Analysis of a Stochastic Collocation Method for Parabolic Partial Differential Equations with Random Input Data

DOI10.1137/11084306XzbMath1260.65007OpenAlexW2044147726MaRDI QIDQ3168506

Publication date: 31 October 2012

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/11084306x

zbMATH Keywords

numerical example collocation method energy estimates weak solution finite element method error analysis semidiscretization analyticity Crank-Nicolson scheme exponential convergence interpolation error finite-dimensional noise parabolic PDEs with random coefficients random second order PDEs

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) 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)

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