A Data-Driven Stochastic Method for Elliptic PDEs with Random Coefficients

DOI10.1137/130913249zbMath1290.60068OpenAlexW2101948461MaRDI QIDQ5397883

Zhiwen Zhang, Mike Yan, Mulin Cheng, Thomas Yizhao Hou

Publication date: 25 February 2014

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/2f8ba46c5b9fa4f0d1400723784a1366d99b8d6b

zbMATH Keywords

uncertainty quantificationdata-driven methodsreduced-order modelKarhunen-Loève (KL) expansionstochastic partial differential equations (SPDEs)

Mathematics Subject Classification ID

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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