Adaptive algorithm for stochastic Galerkin method.
DOI10.1007/S10492-015-0111-9zbMATH Open1363.65005OpenAlexW2269506172MaRDI QIDQ499040FDOQ499040
Publication date: 29 September 2015
Published in: Applications of Mathematics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10338.dmlcz/144391
algorithmnumerical examplea posteriori error estimateadaptive refinementfinite elementpolynomial chaos expansionstochastic Galerkin methodstrengthened Cauchy-Bunyakowski-Schwarz constant
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50)
Cites Work
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Cited In (9)
- A Bramble--Pasciak Conjugate Gradient Method for Discrete Stokes Equations with Random Viscosity
- Hierarchical preconditioning for the stochastic Galerkin method: upper bounds to the strengthened CBS constants
- Title not available (Why is that?)
- Block Preconditioning of Stochastic Galerkin Problems: New Two-sided Guaranteed Spectral Bounds
- Efficient Adaptive Multilevel Stochastic Galerkin Approximation Using Implicit A Posteriori Error Estimation
- A comparison of approaches for the construction of reduced basis for stochastic Galerkin matrix equations.
- Title not available (Why is that?)
- CBS constants \& their role in error estimation for stochastic Galerkin finite element methods
- Adaptive data refinement in the spectral stochastic finite element method
Uses Software
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