Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations

DOI10.1137/S0036142902418680zbMath1080.65003MaRDI QIDQ4653886

Georgios E. Zouraris, Raúl Tempone, Ivo M. Babuška

Publication date: 1 March 2005

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

convergenceerror estimatesfinite elementsnumerical examplesMonte Carlo methodexpected valueGalerkin approximationperturbation estimatesKarhunen-Loeve expansioncomputational complexitiesstochastic elliptic equationcomparisons of methods\(k\times h\)-version\(p\times h\)-version

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10) 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) Complexity and performance of numerical algorithms (65Y20)

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