ASSESSMENT OF COLLOCATION AND GALERKIN APPROACHES TO LINEAR DIFFUSION EQUATIONS WITH RANDOM DATA

DOI10.1615/Int.J.UncertaintyQuantification.v1.i1.20zbMath1229.65026OpenAlexW1977789473MaRDI QIDQ3173249

Raymond S. Tuminaro, Christopher W. Miller, Eric T. Phipps, Howard C. Elman

Publication date: 23 September 2011

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1615/int.j.uncertaintyquantification.v1.i1.20

zbMATH Keywords

computational complexity numerical examples stochastic partial differential equations uncertainty quantification polynomial chaos stochastic Galerkin method Karhunen-Loève expansion \texttt{Trilinos} software package stochastic sparse grid collocation

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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) Complexity and performance of numerical algorithms (65Y20)

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