Computable Error Estimates for Finite Element Approximations of Elliptic Partial Differential Equations with Rough Stochastic Data

DOI10.1137/15M1044266zbMath1355.60091arXiv1510.02708MaRDI QIDQ2953223

Mattias Sandberg, Raúl Tempone, Anders Szepessy, Eric J. Hall, Håkon Hoel

Publication date: 4 January 2017

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.02708

zbMATH Keywords

Monte Carlo methodselliptic PDEa posteriori errorquadrature errorrandom PDEGalerkin errorrough stochastic data

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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)

Related Items

Goal-oriented adaptive finite element multilevel Monte Carlo with convergence rates ⋮ Robust Information Divergences for Model-Form Uncertainty Arising from Sparse Data in Random PDE ⋮ Numerical methods for conservation laws with rough flux

Uses Software

• ALEA

Cites Work

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