Nonparametric Density Estimation for Randomly Perturbed Elliptic Problems I: Computational Methods, A Posteriori Analysis, and Adaptive Error Control

DOI10.1137/080731670zbMath1194.65128OpenAlexW2063028337MaRDI QIDQ3581075

Donald J. Estep, Axel Målqvist, Simon J. Tavener

Publication date: 16 August 2010

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

Full work available at URL: https://semanticscholar.org/paper/37e12589d7e5b6506e8441bcb18b20f119a0d6af

zbMATH Keywords

sensitivity analysis domain decomposition random perturbation Neumann series density estimation elliptic problem a posteriori error analysis nonparametric density estimation adjoint problem

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) 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)

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