Sparse finite element methods for operator equations with stochastic data.

DOI10.1007/s10492-006-0010-1zbMath1164.65300OpenAlexW2053576040MaRDI QIDQ954581

Tobias von Petersdorff, Christoph Schwab

Publication date: 24 November 2008

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/33249

zbMATH Keywords

algorithmmomentGalerkin approximationMonte-Carlo methodstrongly elliptic operatorrandom datasparse tensor productmultilevel preconditioningmean field problemwavelet compression of operatorswavelet finite element method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical methods for wavelets (65T60) Random operators and equations (aspects of stochastic analysis) (60H25) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

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