Adaptive algorithm for stochastic Galerkin method.

DOI10.1007/s10492-015-0111-9zbMath1363.65005OpenAlexW2269506172MaRDI QIDQ499040

Ivana Pultarová

Publication date: 29 September 2015

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/144391

zbMATH Keywords

algorithmnumerical examplefinite elementa posteriori error estimateadaptive refinementpolynomial chaos expansionstochastic Galerkin methodstrengthened Cauchy-Bunyakowski-Schwarz constant

Mathematics Subject Classification ID

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) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) 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 (6)

CBS constants \& their role in error estimation for stochastic Galerkin finite element methods ⋮ Hierarchical preconditioning for the stochastic Galerkin method: upper bounds to the strengthened CBS constants ⋮ Block Preconditioning of Stochastic Galerkin Problems: New Two-sided Guaranteed Spectral Bounds ⋮ Efficient Adaptive Multilevel Stochastic Galerkin Approximation Using Implicit A Posteriori Error Estimation ⋮ A Bramble--Pasciak Conjugate Gradient Method for Discrete Stokes Equations with Random Viscosity ⋮ A comparison of approaches for the construction of reduced basis for stochastic Galerkin matrix equations.

Uses Software

• ALEA

Cites Work

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