Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
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Publication:3437232
DOI10.1093/IMANUM/DRL025zbMATH Open1120.65004OpenAlexW2163299986MaRDI QIDQ3437232FDOQ3437232
Publication date: 14 May 2007
Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)
Full work available at URL: http://doc.rero.ch/record/304844/files/drl025.pdf
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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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