A finite element method for elliptic problems with stochastic input data

DOI10.1016/j.apnum.2009.12.002zbMath1237.65009OpenAlexW1964504407MaRDI QIDQ969315

Helmut Harbrecht

Publication date: 6 May 2010

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2009.12.002

zbMATH Keywords

finite elementframeselliptic boundary value problemmultilevel preconditionerNumerical examplestwo-point correlationsparse tensor product FEMstochastic input data

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) 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) Preconditioners for iterative methods (65F08)

Related Items (13)

Low-rank approximation of continuous functions in Sobolev spaces with dominating mixed smoothness ⋮ Combination technique based \(k\)-th moment analysis of elliptic problems with random diffusion ⋮ Second Moment Analysis for Robin Boundary Value Problems on Random Domains ⋮ On the algebraic construction of sparse multilevel approximations of elliptic tensor product problems ⋮ Sparse polynomial approximation in positive order Sobolev spaces with bounded mixed derivatives and applications to elliptic problems with random loading ⋮ \(\mathcal H\)-matrix accelerated second moment analysis for potentials with rough correlation ⋮ Hierarchical matrix approximation for the uncertainty quantification of potentials on random domains ⋮ Sparse tensor finite elements for elliptic multiple scale problems ⋮ On the construction of sparse tensor product spaces ⋮ Combination Technique Based Second Moment Analysis for Elliptic PDEs on Random Domains ⋮ Numerical solutions for Helmholtz equation with stochastic interface based on PML method ⋮ Sparse Grid Approximation of the Riccati Operator for Closed Loop Parabolic Control Problems with Dirichlet Boundary Control ⋮ $\mathcal{H}$-Matrix Based Second Moment Analysis for Rough Random Fields and Finite Element Discretizations

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