Sparse Tensor Galerkin Discretization of Parametric and Random Parabolic PDEs---Analytic Regularity and Generalized Polynomial Chaos Approximation

DOI10.1137/100793682zbMath1285.35137OpenAlexW2127351643MaRDI QIDQ2870600

Christoph Schwab, Viet Hà Hoàng

Publication date: 21 January 2014

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

Full work available at URL: http://hdl.handle.net/10220/18460

zbMATH Keywords

initial boundary value problemanalytic regularitygeneralized polynomial chaos approximationrandom parabolic partial differential equationssparse tensor Galerkin discretization

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) PDEs with randomness, stochastic partial differential equations (35R60) Approximation by polynomials (41A10) Rate of convergence, degree of approximation (41A25)

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