Convergence Rates of Multilevel and Sparse Tensor Approximations for a Random Elliptic PDE

DOI10.1137/110826539zbMath1274.35438OpenAlexW2082617508MaRDI QIDQ2855114

Claude Jeffrey Gittelson

Publication date: 24 October 2013

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/110826539

zbMATH Keywords

adaptive methodsuncertainty quantificationpartial differential equations with random coefficientssparse tensor productsstochastic finite element methods

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Random operators and equations (aspects of stochastic analysis) (60H25) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Complexity and performance of numerical algorithms (65Y20) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

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