N-term Wiener chaos approximation rates for elliptic PDEs with lognormal Gaussian random inputs

DOI10.1142/S0218202513500681zbMATH Open1294.65010OpenAlexW1966606705MaRDI QIDQ5417151FDOQ5417151

Authors: Viet Ha Hoang, Christoph Schwab 

Publication date: 16 May 2014

Published in: M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)

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

Recommendations

• Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
• Representations of Gaussian random fields and approximation of elliptic PDEs with lognormal coefficients
• Near-optimal approximation methods for elliptic PDEs with lognormal coefficients
• The Wick-Malliavin approximation of elliptic problems with log-normal random coefficients
• Elliptic equations of higher stochastic order

zbMATH Keywords

Hermite polynomialspolynomial chaosrandom mediastochastic elliptic problemstochastic diffusion equationbest \(N\)-term approximationWiener-Itô decompositionlognormal Gaussian random field

Mathematics Subject Classification ID

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)

Cites Work

• Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics
• Random Fields and Geometry
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• An introduction to infinite-dimensional analysis
• Analytic regularity and polynomial approximation of parametric and stochastic elliptic PDE's
• Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
• On the convergence of generalized polynomial chaos expansions
• A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• High-Order Collocation Methods for Differential Equations with Random Inputs
• Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
• Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
• Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
• Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
• Strong and weak error estimates for elliptic partial differential equations with random coefficients
• Approximating infinity-dimensional stochastic Darcy's equations without uniform ellipticity
• On the optimal polynomial approximation of stochastic PDEs by Galerkin and collocation methods
• Stochastic Galerkin discretization of the log-normal isotropic diffusion problem
• The Homogeneous Chaos
• High-order Galerkin approximations for parametric second-order elliptic partial differential equations

Cited In (35)

• A data-driven and model-based accelerated Hamiltonian Monte Carlo method for Bayesian elliptic inverse problems
• Multilevel methods for uncertainty quantification of elliptic PDEs with random anisotropic diffusion
• 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
• Multivariate approximation in downward closed polynomial spaces
• Collocation approximation by deep neural ReLU networks for parametric and stochastic PDEs with lognormal inputs
• On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
• Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion
• A data-driven approach for multiscale elliptic PDEs with random coefficients based on intrinsic dimension reduction
• Elliptic equations of higher stochastic order
• Convergence rates of high dimensional Smolyak quadrature
• Hyperbolic cross approximation in infinite dimensions
• Fully discrete approximation of parametric and stochastic elliptic PDEs
• Variational Monte Carlo -- bridging concepts of machine learning and high-dimensional partial differential equations
• Weak truncation error estimates for elliptic PDEs with lognormal coefficients
• Near-optimal approximation methods for elliptic PDEs with lognormal coefficients
• Multilevel accelerated quadrature for PDEs with log-normally distributed diffusion coefficient
• Sparse polynomial approximation of parametric elliptic PDEs. II: Lognormal coefficients.
• Deep ReLU neural network approximation in Bochner spaces and applications to parametric PDEs
• Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)
• Representations of Gaussian random fields and approximation of elliptic PDEs with lognormal coefficients
• Sparse quadrature for high-dimensional integration with Gaussian measure
• Exploring the locally low dimensional structure in solving random elliptic PDEs
• A mixed ℓ₁ regularization approach for sparse simultaneous approximation of parameterized PDEs
• Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations
• Exploiting locality in sparse polynomial approximation of parametric elliptic PDEs and application to parameterized domains
• Quasi-Monte Carlo finite element methods for elliptic PDEs with lognormal random coefficients
• Stochastic modelling of symmetric positive definite material tensors
• Multilevel tensor approximation of PDEs with random data
• Adaptive Nonintrusive Reconstruction of Solutions to High-Dimensional Parametric PDEs
• Deep Learning in High Dimension: Neural Network Expression Rates for Analytic Functions in \(\pmb{L^2(\mathbb{R}^d,\gamma_d)}\)
• Multilevel quadrature for elliptic parametric partial differential equations in case of polygonal approximations of curved domains
• QMC integration for lognormal-parametric, elliptic PDEs: local supports and product weights
• 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

This page was built for publication: \(N\)-term Wiener chaos approximation rates for elliptic PDEs with lognormal Gaussian random inputs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5417151)