A FULLY ADAPTIVE INTERPOLATED STOCHASTIC SAMPLING METHOD FOR LINEAR RANDOM PDES

DOI10.1615/Int.J.UncertaintyQuantification.2017019428zbMath1498.60276MaRDI QIDQ5052306

Johannes Neumann, Felix Anker, Martin Eigel, Christian Bayer, John G. M. Schoenmakers

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) 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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