Analysis of discrete \(L^2\) projection on polynomial spaces with random evaluations
DOI10.1007/s10208-013-9186-4zbMath1301.41005OpenAlexW2065120373MaRDI QIDQ404295
Erik von Schwerin, Fabio Nobile, Giovanni Migliorati, Raúl Tempone
Publication date: 4 September 2014
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10208-013-9186-4
error analysisapproximation theorynonparametric regressionmultivariate polynomial approximationgeneralized polynomial chaosnoise-free datapoint collocation
Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Approximation by polynomials (41A10) Rate of convergence, degree of approximation (41A25)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the stability and accuracy of least squares approximations
- Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
- Adaptive sparse polynomial chaos expansion based on least angle regression
- Sparse polynomial chaos expansions and adaptive stochastic finite elements using a regression approach
- Nonlinear orthogonal series estimates for random design regression
- Inequalities for uniform deviations of averages from expectations with applications to nonparametric regression
- A distribution-free theory of nonparametric regression
- Universal algorithms for learning theory. II: Piecewise polynomial functions
- On the convergence of generalized polynomial chaos expansions
- Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces
- Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison
- ANALYTIC REGULARITY AND POLYNOMIAL APPROXIMATION OF PARAMETRIC AND STOCHASTIC ELLIPTIC PDE'S
- ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS
- DESIGN UNDER UNCERTAINTY EMPLOYING STOCHASTIC EXPANSION METHODS
- Spectral Methods for Uncertainty Quantification
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- Approximation Results for Orthogonal Polynomials in Sobolev Spaces
- Order Statistics
- Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
- Probability: A Graduate Course
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Estimation of a Regression Function by Maxima of Minima of Linear Functions
- Stable signal recovery from incomplete and inaccurate measurements
- Compressed sensing
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data