The uniform sparse FFT with application to PDEs with random coefficients
DOI10.1007/S43670-022-00037-3zbMath1515.65293arXiv2109.04131MaRDI QIDQ6377211
Lutz Kämmerer, Daniel Potts, Fabian Taubert
Publication date: 9 September 2021
Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Computational methods for problems pertaining to probability theory (60-08) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical methods for discrete and fast Fourier transforms (65T50) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Algorithms for approximation of functions (65D15) Numerical methods for trigonometric approximation and interpolation (65T40) Fourier series and coefficients in several variables (42B05) Harmonic analysis and PDEs (42B37) Trigonometric solutions to PDEs (35C09)
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