Sparse tensor discretization of elliptic SPDEs
multilevel approximationssparse tensor productsstochastic finite element methodsstochastic partial differential equationsuncertainty quantification
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Monte Carlo methods (65C05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
- Convergence rates of sparse tensor GPC FEM for elliptic sPDEs
- Sparse high order FEM for elliptic sPDEs
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
- A Sparse Composite Collocation Finite Element Method for Elliptic SPDEs.
- Convergence rates of multilevel and sparse tensor approximations for a random elliptic PDE
- Sparse high order FEM for elliptic sPDEs
- CBS constants \& their role in error estimation for stochastic Galerkin finite element methods
- Large deformation shape uncertainty quantification in acoustic scattering
- Multiparametric shell eigenvalue problems
- High dimensional finite elements for time-space multiscale parabolic equations
- Sparse tensor product spectral Galerkin BEM for elliptic problems with random input data on a spheroid
- Towards a unified multiresolution scheme for treating discontinuities in differential equations with uncertainties
- Tensor train approximation of moment equations for elliptic equations with lognormal coefficient
- Analysis of quasi-optimal polynomial approximations for parameterized PDEs with deterministic and stochastic coefficients
- On the algebraic construction of sparse multilevel approximations of elliptic tensor product problems
- Asymptotic convergence of spectral inverse iterations for stochastic eigenvalue problems
- Adaptive wavelet methods for elliptic partial differential equations with random operators
- Polynomial approximation of anisotropic analytic functions of several variables
- Sparse approximation of triangular transports. I: The finite-dimensional case
- Sparse approximation of triangular transports. II: The infinite-dimensional case
- Stochastic collocation method for computing eigenspaces of parameter-dependent operators
- An adaptive stochastic Galerkin method for random elliptic operators
- Convergence rates of multilevel and sparse tensor approximations for a random elliptic PDE
- Stochastic collocation methods via \(\ell_1\) minimization using randomized quadratures
- Convergence rates of sparse tensor GPC FEM for elliptic sPDEs
- Analytic regularity and polynomial approximation of parametric and stochastic elliptic PDE's
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
- Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs
- Convergence of quasi-optimal stochastic Galerkin methods for a class of PDES with random coefficients
- High-order methods as an alternative to using sparse tensor products for stochastic Galerkin FEM
- Stochastic Galerkin Finite Element Method with Local Conductivity Basis for Electrical Impedance Tomography
- Wavelet-in-time multigrid-in-space preconditioning of parabolic evolution equations
- A weighted _1-minimization approach for sparse polynomial chaos expansions
- Application of stochastic Galerkin FEM to the complete electrode model of electrical impedance tomography
- Sparse adaptive approximation of high dimensional parametric initial value problems
- High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
- Solving stochastic systems with low-rank tensor compression
- Partitioned treatment of uncertainty in coupled domain problems: a separated representation approach
- Adaptive stochastic Galerkin FEM
- Analytic regularity and polynomial approximation of stochastic, parametric elliptic multiscale PDEs
- Tensor approximation methods for stochastic problems
- Multilevel approximation of parametric and stochastic PDES
- A mixed ℓ1 regularization approach for sparse simultaneous approximation of parameterized PDEs
- Efficient adaptive multilevel stochastic Galerkin approximation using implicit a posteriori error estimation
- Best N-term gpc approximations for a class of stochastic linear elasticity equations
- A non-adapted sparse approximation of PDEs with stochastic inputs
- Multilevel accelerated quadrature for PDEs with log-normally distributed diffusion coefficient
- A Simple, Bias-free Approximation of Covariance Functions by the Multilevel Monte Carlo Method Having Nearly Optimal Complexity
- Optimal approximation of infinite-dimensional holomorphic functions
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
- Neural and spectral operator surrogates: unified construction and expression rate bounds
- Approximate methods for stochastic eigenvalue problems
- An error estimate of a modified method of characteristics modeling advective-diffusive transport in randomly heterogeneous porous media
- Quasi-Monte Carlo for partial differential equations with generalized Gaussian input uncertainty
- A heterogeneous stochastic FEM framework for elliptic PDEs
- Sparsity for infinite-parametric holomorphic functions on Gaussian spaces
- A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs
- Multilevel frames for sparse tensor product spaces
- Sparse finite element methods for operator equations with stochastic data.
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