Implementation of optimal Galerkin and Collocation approximations of PDEs with Random Coefficients⋆⋆⋆

Implementation of optimal Galerkin and Collocation approximations of PDEs with Random Coefficients⋆⋆⋆

In this work we first focus on the Stochastic Galerkin approximation of the solution u of an elliptic stochastic PDE. We rely on sharp estimates for the decay of the coefficients of the spectral expansion of u on orthogonal polynomials to build a sequence of polynomial subspaces that features better...

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Bibliographic Details
Main Authors: Tempone R., Tamellini L., Nobile F., Beck J.
Format: Article
Language:English
Published: EDP Sciences 2011-12-01
Series:ESAIM: Proceedings and Surveys
Subjects:
Uncertainty Quantification
PDEs with random data
elliptic equations
multivariate polynomial approximation
Best M-Terms approximation
Stochastic Galerkin methods
Smolyak approximation
Sparse grids, Stochastic Collocation methods
Online Access:http://dx.doi.org/10.1051/proc/201133002

Internet

http://dx.doi.org/10.1051/proc/201133002

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