On the optimal polynomial approximation of stochastic PDEs by Galerkin and Collocation methods

In this work we focus on the numerical approximation of the solution u of a linear elliptic PDE with stochastic coefficients. The problem is rewritten as a parametric PDE and the functional dependence of the solution on the parameters is approximated by multivariate polynomials. We first consider the Stochastic Galerkin method, and rely on sharp estimates for the decay of the Fourier coefficients of the spectral expansion of u on an orthogonal


Published in:
Mathematical Models and Methods in Applied Sciences (M3AS), 22, 9, 1250023.1-1250023.33
Year:
2012
Publisher:
Singapore, World Scientific Publ Co Pte Ltd
Keywords:
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 Record created 2012-04-24, last modified 2018-03-13

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