N-term Wiener chaos approximation rates for elliptic PDEs with lognormal Gaussian random inputs
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Publication:5417151
Hermite polynomialspolynomial chaosrandom mediastochastic elliptic problemstochastic diffusion equationbest \(N\)-term approximationWiener-Itô decompositionlognormal Gaussian random field
Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Boundary value problems for second-order elliptic equations (35J25) 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) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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Cites work
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Cited in
(35)- Multilevel methods for uncertainty quantification of elliptic PDEs with random anisotropic diffusion
- A data-driven and model-based accelerated Hamiltonian Monte Carlo method for Bayesian elliptic inverse problems
- Sparse-grid polynomial interpolation approximation and integration for parametric and stochastic elliptic PDEs with lognormal inputs
- Synchronization of a supply chain model with four chaotic attractors
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- On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
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- Elliptic equations of higher stochastic order
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- Representations of Gaussian random fields and approximation of elliptic PDEs with lognormal coefficients
- Sparse quadrature for high-dimensional integration with Gaussian measure
- A mixed ℓ1 regularization approach for sparse simultaneous approximation of parameterized PDEs
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- Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations
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- The Wick-Malliavin approximation of elliptic problems with log-normal random coefficients
- On the quasi-Monte Carlo method with halton points for elliptic PDEs with log-normal diffusion
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