Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients

International Journal for Numerical Methods in Engineering

Volumn 80, Issue 6-7, 2009, Pages 979-1006

  Nobile, F ^a   Tempone, R ^b,c  

^a POLITECNICO DI MILANO   (Italy)

^b KING ABDULLAH UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Saudi Arabia)

^c ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

Author keywords

Monte carlo sampling; Multivariate polynomial approximation; Parabolic equations; PDEs with random data; Point Collocation; Smolyak approximation; Sparse grids; Stochastic Collocation methods; Stochastic galerkin methods

Indexed keywords

MONTE CARLO SAMPLING; MULTIVARIATE POLYNOMIAL APPROXIMATION; PARABOLIC EQUATIONS; PDES WITH RANDOM DATA; POINT COLLOCATION; SMOLYAK APPROXIMATION; SPARSE GRIDS; STOCHASTIC COLLOCATION METHODS; STOCHASTIC GALERKIN METHODS;

AIRCRAFT ENGINES; CONVERGENCE OF NUMERICAL METHODS; GALERKIN METHODS; MONTE CARLO METHODS; MULTIVARIABLE SYSTEMS; PARTIAL DIFFERENTIAL EQUATIONS; RANDOM PROCESSES; RANDOM VARIABLES; STOCHASTIC MODELS; TENSORS;

POLYNOMIAL APPROXIMATION;

EID: 70350381763     PISSN: 00295981     EISSN: 10970207     Source Type: Journal    
DOI: 10.1002/nme.2656     Document Type: Article

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