Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations
DOI10.1016/j.cma.2014.02.023zbMath1425.65016OpenAlexW2050552555MaRDI QIDQ1667251
Prasanth B. Nair, Christophe Audouze
Publication date: 28 August 2018
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cma.2014.02.023
parabolic stochastic partial differential equationscurse of dimensionalityreduced-order modelingfunctional analysis of variancepolynomial chaos expansions\textit{a priori} error estimation
Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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