Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs

ANALYTIC REGULARITY AND POLYNOMIAL APPROXIMATION OF PARAMETRIC AND STOCHASTIC ELLIPTIC PDE'S

(2011) ALBERT COHEN et al.   Analysis and Applications

Tensor-Structured Galerkin Approximation of Parametric and Stochastic Elliptic PDEs

(2011) Boris N. Khoromskij et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Convergence Rates of Best N-term Galerkin Approximations for a Class of Elliptic sPDEs

(2010) Albert Cohen et al.   FOUNDATIONS OF COMPUTATIONAL MATHEMATICS

Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise

(2010) Mihály Kovács et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise

(2009) Matthias Geissert et al.   BIT NUMERICAL MATHEMATICS

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

(2009) F. Nobile et al.   INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING

Finite element wavelets with improved quantitative properties

(2009) Hoang Nguyen et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

STOCHASTIC GALERKIN DISCRETIZATION OF THE LOG-NORMAL ISOTROPIC DIFFUSION PROBLEM

(2009) C. J. GITTELSON   MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES

Space-time adaptive wavelet methods for parabolic evolution problems

(2009) Christoph Schwab et al.   MATHEMATICS OF COMPUTATION

Strong convergence of the finite element method with truncated noise for semilinear parabolic stochastic equations with additive noise

(2009) Mihály Kovács et al.   NUMERICAL ALGORITHMS

Approximating Infinity-Dimensional Stochastic Darcy's Equations without Uniform Ellipticity

(2009) J. Galvis et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

Sparse Tensor Discretization of Elliptic sPDEs

(2009) Marcel Bieri et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Sparse p-version BEM for first kind boundary integral equations with random loading

(2008) Alexey Chernov et al.   APPLIED NUMERICAL MATHEMATICS

A new approach to energy-based sparse finite-element spaces

(2008) R.-A. Todor   IMA JOURNAL OF NUMERICAL ANALYSIS

Sparse second moment analysis for elliptic problems in stochastic domains

(2008) Helmut Harbrecht et al.   NUMERISCHE MATHEMATIK

An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

(2008) F. Nobile et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

(2008) F. Nobile et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

Adaptive wavelet algorithms for elliptic PDE's on product domains

(2007) Christoph Schwab et al.   MATHEMATICS OF COMPUTATION