Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
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convergencealgorithmGalerkin methodcollocationpolynomial chaoselliptic boundary-value problempartial differential equations with stochastic coefficientsLegendre expansionsKarhúnen-Loève expansionsparse tensor-product approximation
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) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)
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