A Monte Carlo approach to computing stiffness matrices arising in polynomial chaos approximations

DOI10.1016/j.matcom.2018.11.008OpenAlexW2963547040WikidataQ128894563 ScholiaQ128894563MaRDI QIDQ1997538

Juan Galvis, O. Andrés Cuervo

Publication date: 2 March 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.06339

zbMATH Keywords

Monte Carlo integrationpolynomial chaosrandom elliptic partial differential equations

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Probabilistic methods, stochastic differential equations (65Cxx) Ordinary differential equations and systems with randomness (34Fxx)

Cites Work

• A note on stochastic elliptic models
• Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
• Finite elements for elliptic problems with stochastic coefficients
• Crossover from nonlinearity controlled to heterogeneity controlled mixing in two-phase porous media flows
• Stochastic Galerkin method for elliptic SPDEs: a white noise approach
• Sparse polynomial approximation of parametric elliptic PDEs. Part I: affine coefficients
• Approximating Infinity-Dimensional Stochastic Darcy's Equations without Uniform Ellipticity
• A Factorization of the Spectral Galerkin System for Parameterized Matrix Equations: Derivation and Applications
• Regularity Results for the Ordinary Product Stochastic Pressure Equation
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

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