To Be or Not to Be Intrusive? The Solution of Parametric and Stochastic Equations---the “Plain Vanilla” Galerkin Case

DOI10.1137/130942802zbMath1310.65132arXiv1309.1617OpenAlexW3103499934WikidataQ57524785 ScholiaQ57524785MaRDI QIDQ5176048

Anthony Nouy, Alexander Litvinenko, Dishi Liu, Hermann G. Matthies, Loïc Giraldi

Publication date: 2 March 2015

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

Full work available at URL: https://arxiv.org/abs/1309.1617

zbMATH Keywords

collocation method numerical examples coupled system stochastic equation Galerkin approximation uncertainty quantification parametric problems nonintrusive computation

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Numerical solutions to equations with nonlinear operators (65J15) Numerical solutions to stochastic differential and integral equations (65C30)

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