A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
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Publication:5900108
DOI10.1137/050645142zbMath1151.65008OpenAlexW1983156129MaRDI QIDQ5900108
Raúl Tempone, Ivo M. Babuška, Fabio Nobile
Publication date: 19 June 2008
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10754/555664
finite elementsnumerical examplesstochastic partial differential equationserror boundsexponential convergenceuncertainty quantificationstochastic Galerkin methodstochastic collocation method
Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) 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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