Explicit cost bounds of stochastic Galerkin approximations for parameterized PDEs with random coefficients
DOI10.1016/j.camwa.2015.12.005zbMath1443.65200arXiv1507.05545OpenAlexW1464641790MaRDI QIDQ2007265
Clayton G. Webster, Guannan Zhang, Nick C. Dexter
Publication date: 12 October 2020
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.05545
finite elementscomplexity analysisstochastic collocationstochastic Galerkinexplicit cost boundssparse polynomial approximation
Boundary value problems for second-order elliptic equations (35J25) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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