On the optimal polynomial approximation of stochastic PDEs by galerkin and collocation methods

Mathematical Models and Methods in Applied Sciences

Volumn 22, Issue 9, 2012, Pages

  Beck, Joakim ^a   Tempone, Raul ^a   Nobile, Fabio ^b,c   Tamellini, Lorenzo ^b  

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

^b POLITECNICO DI MILANO   (Italy)

^c EPFL   (Switzerland)

Author keywords

best M terms polynomial approximation; elliptic equations; multivariate polynomial approximation; PDEs with random data; Smolyak approximation; sparse grids; stochastic collocation methods; stochastic Galerkin methods; Uncertainty quantification

Indexed keywords

ELLIPTIC EQUATIONS; MULTIVARIATE POLYNOMIAL APPROXIMATION; PDES WITH RANDOM DATA; SMOLYAK APPROXIMATION; SPARSE GRID; STOCHASTIC COLLOCATION METHOD; STOCHASTIC GALERKIN METHODS; UNCERTAINTY QUANTIFICATIONS;

FOURIER ANALYSIS; GALERKIN METHODS; MULTIVARIABLE SYSTEMS; POLYNOMIAL APPROXIMATION; PROFITABILITY; STOCHASTIC MODELS;

STOCHASTIC SYSTEMS;

EID: 84864348351     PISSN: 02182025     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218202512500236     Document Type: Article

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