Variational Multiscale Analysis: The Fine-Scale Green's Function for Stochastic Partial Differential Equations

DOI10.1137/130940359zbMath1306.65005arXiv1310.1943OpenAlexW2071661624MaRDI QIDQ2938449

Jayanth Jagalur-Mohan, Alireza Doostan, Assad A. Oberai, Onkar Sahni

Publication date: 14 January 2015

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.1943

zbMATH Keywords

Green's functionstochastic partial differential equationsnumerical resultuncertainty quantificationvariational multiscale analysis

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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