Efficient Adaptive Stochastic Galerkin Methods for Parametric Operator Equations

DOI10.1137/15M1027048zbMath1416.65435OpenAlexW2292462371MaRDI QIDQ5739797

David J. Silvester, Alexei Bespalov

Publication date: 20 July 2016

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m1027048

zbMATH Keywords

error estimationadaptive methodsa posteriori error analysisstochastic finite elementsstochastic Galerkin methodsparametric operator equationsPDEs with random data

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (18)

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Uses Software

• ALEA
• OPQ

Cites Work

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• Multi-resolution analysis of Wiener-type uncertainty propagation schemes
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• An adaptive stochastic Galerkin method for random elliptic operators
• Energy Norm A Posteriori Error Estimation for Parametric Operator Equations
• A Posteriori Error Analysis of Parameterized Linear Systems Using Spectral Methods
• Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
• A Posteriori Error Analysis of Stochastic Differential Equations Using Polynomial Chaos Expansions
• The Role of the Strengthened Cauchy–Buniakowskii–Schwarz Inequality in Multilevel Methods
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• Multi‐Resolution‐Analysis Scheme for Uncertainty Quantification in Chemical Systems

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