Stochastic Spectral Formulations for Elliptic Problems

DOI10.1007/978-3-642-04107-5_33zbMath1184.65006OpenAlexW1851218626MaRDI QIDQ3405463

Etienne Tanré, Sylvain Maire

Publication date: 15 February 2010

Published in: Monte Carlo and Quasi-Monte Carlo Methods 2008 (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00340708/file/Maire_Tanre.pdf

zbMATH Keywords

numerical testserror boundsconditioningPoisson equationFeynman-Kac formulaanisotropic diffusion equationMonte Carlo approximationsstochastic spectral formulationstensor product Chebyshev polynomial basis

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Error bounds for boundary value problems involving PDEs (65N15) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05)

This page was built for publication: Stochastic Spectral Formulations for Elliptic Problems