Exploring the Locally Low Dimensional Structure in Solving Random Elliptic PDEs
DOI10.1137/16M1077611zbMath1365.65015arXiv1607.00693MaRDI QIDQ5737765
Qin Li, Pengchuan Zhang, Thomas Yizhao Hou
Publication date: 30 May 2017
Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1607.00693
numerical exampleuncertainty quantificationpolynomial chaos expansionstochastic collocationreduced-order methodrandom elliptic partial differential equationsstochastic multiscale finite element method
Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) 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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