Stochastic spectral formulations for elliptic problems

DOI10.1007/978-3-642-04107-5_33zbMATH Open1184.65006OpenAlexW1851218626MaRDI QIDQ3405463FDOQ3405463

Authors: Sylvain Maire, Etienne Tanré 

Publication date: 15 February 2010

Published in: Monte Carlo and Quasi-Monte Carlo Methods 2008 (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00340708/file/Maire_Tanre.pdf

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zbMATH Keywords

error boundsconditioningFeynman-Kac formulaPoisson equationnumerical testsanisotropic diffusion equationMonte Carlo approximationsstochastic spectral formulationstensor product Chebyshev polynomial basis

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Error bounds for boundary value problems involving PDEs (65N15)

Cited In (4)

• Spectral Methods for Multiscale Stochastic Differential Equations
• Spectral Element Methods for Stochastic Differential Equations with Additive Noise
• A spectral method for isotropic diffusion equation with random concentration fluctuations of incoming flux of particles through circular-shaped boundaries
• Reweighted \(\ell_1\) minimization method for stochastic elliptic differential equations

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