Publication:3623653
zbMath1167.65326MaRDI QIDQ3623653
Boris N. Khoromskij, Alexander Litvinenko
Publication date: 21 April 2009
finite element methodrandom fieldsKrylov subspace methodlarge eigenvalue problemstochastic Galerkin methodKarhunen-Loeve expansionsparse matrix approximationhierarclucal matricesKronecker tensor format
60G60: Random fields
65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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