A Resourceful Splitting Technique with Applications to Deterministic and Stochastic Multiscale Finite Element Methods

DOI10.1137/110843253zbMath1261.65010arXiv1208.3406MaRDI QIDQ4903661

Lijian Jiang, Michael Presho

Publication date: 24 January 2013

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.3406

zbMATH Keywords

computational complexity; convergence; numerical results; Green's function; multiscale finite element methods; stochastic elliptic equations; reduction of parameter space dimension; sparse grid collocation methods

Mathematics Subject Classification ID

65N35: Spectral, collocation and related methods for boundary value problems involving PDEs

65N12: Stability and convergence of numerical methods for boundary value problems involving PDEs

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

65Y20: Complexity and performance of numerical algorithms