Uncertainty Quantification for PDEs with Anisotropic Random Diffusion

DOI10.1137/16M1085760zbMath1432.35265arXiv1607.05584OpenAlexW2963250092MaRDI QIDQ5347529

Helmut Harbrecht, Marc Schmidlin, Michael D. Multerer

Publication date: 24 May 2017

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.05584

zbMATH Keywords

anisotropic diffusionuncertainty quantificationregularity estimates

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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