The uniform sparse FFT with application to PDEs with random coefficients
DOI10.1007/s43670-022-00037-3OpenAlexW3196783496MaRDI QIDQ2098298
Daniel Potts, Fabian Taubert, Lutz Kämmerer
Publication date: 17 November 2022
Published in: Sampling Theory, Signal Processing, and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.04131
stochastic differential equationuncertainty quantificationlattice rulesparse fast Fourier transformperiodizationsparse FFThigh dimensional trigonometric approximationpartial differential equation with random coefficient
Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Computational methods for problems pertaining to probability theory (60-08) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical methods for discrete and fast Fourier transforms (65T50) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Algorithms for approximation of functions (65D15) Numerical methods for trigonometric approximation and interpolation (65T40) Fourier series and coefficients in several variables (42B05) Harmonic analysis and PDEs (42B37) Trigonometric solutions to PDEs (35C09)
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