Fully Discrete Approximation of Parametric and Stochastic Elliptic PDEs

DOI10.1137/17M111626XzbMath1377.65005arXiv1702.03671OpenAlexW4300004105MaRDI QIDQ5355556

Albert Cohen, Markus Bachmayr, Christoph Schwab, Dinh Dung

Publication date: 8 September 2017

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

Full work available at URL: https://arxiv.org/abs/1702.03671

zbMATH Keywords

waveletsconvergencefinite elements\(n\)-term approximationstochastic elliptic PDEssparse tensor product polynomialsaffine coefficientslognormal coefficients

Mathematics Subject Classification ID

Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical methods for wavelets (65T60) 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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Cites Work

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