Stochastic Collocation for Elliptic PDEs with Random Data: The Lognormal Case

DOI10.1007/978-3-319-04537-5_2zbMath1316.65008OpenAlexW1023259281MaRDI QIDQ5254890

Björn Sprungk, Oliver G. Ernst

Publication date: 10 June 2015

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-04537-5_2

zbMATH Keywords

convergencenumerical examplesparse gridstochastic collocation methodgroundwater flow problem

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) 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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A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty ⋮ Adaptive Nonintrusive Reconstruction of Solutions to High-Dimensional Parametric PDEs ⋮ Fast sampling of parameterised Gaussian random fields ⋮ Sparse quadrature for high-dimensional integration with Gaussian measure ⋮ A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients ⋮ Multilevel Quadrature for Elliptic Parametric Partial Differential Equations in Case of Polygonal Approximations of Curved Domains

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