N-TERM WIENER CHAOS APPROXIMATION RATES FOR ELLIPTIC PDEs WITH LOGNORMAL GAUSSIAN RANDOM INPUTS

DOI10.1142/S0218202513500681zbMath1294.65010OpenAlexW1966606705MaRDI QIDQ5417151

Viet Hà Hoàng, Christoph Schwab

Publication date: 16 May 2014

Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0218202513500681

zbMATH Keywords

random mediaHermite polynomialsbest \(N\)-term approximationWiener-Itô decompositionpolynomial chaosstochastic elliptic problemstochastic diffusion equationlognormal Gaussian random field

Mathematics Subject Classification ID

Random fields (60G60) Boundary value problems for second-order elliptic equations (35J25) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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)

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