Error analysis of the Wiener-Askey polynomial chaos with hyperbolic cross approximation and its application to differential equations with random input

DOI10.1016/j.cam.2017.12.007zbMath1456.65173OpenAlexW2772206048MaRDI QIDQ1743933

Xue Luo

Publication date: 16 April 2018

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

Full work available at URL: https://doi.org/10.1016/j.cam.2017.12.007

zbMATH Keywords

spectral methodhyperbolic cross approximationgeneralized polynomial chaosdifferential equations with random inputs

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Error bounds for boundary value problems involving PDEs (65N15) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Ordinary differential equations and systems with randomness (34F05) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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