A FULLY ADAPTIVE INTERPOLATED STOCHASTIC SAMPLING METHOD FOR LINEAR RANDOM PDES

DOI10.1615/Int.J.UncertaintyQuantification.2017019428zbMath1498.60276MaRDI QIDQ5052306

Martin Eigel, Christian Bayer, John G. M. Schoenmakers, Johannes Neumann, Felix Anker

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Mathematics Subject Classification ID

60H25: Random operators and equations (aspects of stochastic analysis)

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