Convergence rates of best N-term Galerkin approximations for a class of elliptic SPDEs

DOI10.1007/S10208-010-9072-2zbMATH Open1206.60064OpenAlexW2049222546WikidataQ110701958 ScholiaQ110701958MaRDI QIDQ604684FDOQ604684

Christoph Schwab, Albert Cohen, Ronald DeVore

Publication date: 12 November 2010

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10208-010-9072-2

zbMATH Keywords

sparsitynonlinear approximationapproximation ratesstochastic and parametric elliptic equationsWiener polynomial chaos

Mathematics Subject Classification ID

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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• Sparse-grid, reduced-basis Bayesian inversion
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• \(\varepsilon\)-dimension in infinite dimensional hyperbolic cross approximation and application to parametric elliptic PDEs
• A dynamically adaptive sparse grids method for quasi-optimal interpolation of multidimensional functions
• Explicit cost bounds of stochastic Galerkin approximations for parameterized PDEs with random coefficients
• Lattice algorithms for multivariate approximation in periodic spaces with general weight parameters
• The Gap between Theory and Practice in Function Approximation with Deep Neural Networks
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• Fast component-by-component construction of lattice algorithms for multivariate approximation with POD and SPOD weights
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• Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problems
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• Exploring the Locally Low Dimensional Structure in Solving Random Elliptic PDEs
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• A Model Reduction Method for Multiscale Elliptic Pdes with Random Coefficients Using an Optimization Approach
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• Parallel Domain Decomposition Strategies for Stochastic Elliptic Equations Part B: Accelerated Monte Carlo Sampling with Local PC Expansions
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• Sparse quadrature for high-dimensional integration with Gaussian measure
• Sparse Adaptive Tensor Galerkin Approximations of Stochastic PDE-Constrained Control Problems
• Multilevel Designed Quadrature for Partial Differential Equations with Random Inputs
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• Multilevel Quadrature for Elliptic Parametric Partial Differential Equations in Case of Polygonal Approximations of Curved Domains
• Correcting for unknown errors in sparse high-dimensional function approximation
• Convergence of adaptive stochastic collocation with finite elements
• MDFEM: multivariate decomposition finite element method for elliptic PDEs with uniform random diffusion coefficients using higher-order QMC and FEM
• Uncertainty Quantification for Spectral Fractional Diffusion: Sparsity Analysis of Parametric Solutions
• A mixed ℓ₁ regularization approach for sparse simultaneous approximation of parameterized PDEs
• Adaptive wavelet methods for elliptic partial differential equations with random operators
• Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems
• Stochastic Collocation vial₁-Minimisation on Low Discrepancy Point Sets with Application to Uncertainty Quantification
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• Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions
• Infinite-dimensional integration and the multivariate decomposition method
• Direct tensor-product solution of one-dimensional elliptic equations with parameter-dependent coefficients
• A local sensitivity and regularity analysis for the Vlasov-Poisson-Fokker-Planck system with multi-dimensional uncertainty and the spectral convergence of the stochastic Galerkin method
• Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors
• APPROXIMATING SMOOTH, MULTIVARIATE FUNCTIONS ON IRREGULAR DOMAINS
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• Analytic regularity and nonlinear approximation of a class of parametric semilinear elliptic PDEs
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• Adaptive stochastic Galerkin FEM with hierarchical tensor representations
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• Model reduction and neural networks for parametric PDEs
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