A non-adapted sparse approximation of PDEs with stochastic inputs

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Publication:543721

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DOI10.1016/j.jcp.2011.01.002zbMath1218.65008arXiv1006.2151OpenAlexW2056558085MaRDI QIDQ543721

Alireza Doostan, Houman Owhadi

Publication date: 17 June 2011

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.2151

zbMATH Keywords

convergence numerical examples error bounds sparse approximation uncertainty quantification polynomial chaos compressive sampling stochastic coefficients

Mathematics Subject Classification ID

Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) 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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