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...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2011-12-01
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| Series: | ESAIM: Proceedings and Surveys |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1051/proc/201133002 |