Stochastic Least-Squares Petrov--Galerkin Method for Parameterized Linear Systems
DOI10.1137/17M1110729zbMath1388.35232arXiv1701.01492MaRDI QIDQ4636377
Howard C. Elman, Kevin T. Carlberg, Kookjin Lee
Publication date: 19 April 2018
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.01492
spectral projection; residual minimization; stochastic Galerkin; least-squares Petrov-Galerkin projection
65C20: Probabilistic models, generic numerical methods in probability and statistics
93E24: Least squares and related methods for stochastic control systems
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)
Uses Software
