Error Analysis of a Stochastic Collocation Method for Parabolic Partial Differential Equations with Random Input Data (Q3168506)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error Analysis of a Stochastic Collocation Method for Parabolic Partial Differential Equations with Random Input Data |
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Error Analysis of a Stochastic Collocation Method for Parabolic Partial Differential Equations with Random Input Data (English)
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31 October 2012
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random second order PDEs
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parabolic PDEs with random coefficients
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finite-dimensional noise
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weak solution
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collocation method
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finite element method
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error analysis
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interpolation error
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exponential convergence
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Crank-Nicolson scheme
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analyticity
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energy estimates
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semidiscretization
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numerical example
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