Name
Title | ||
|---|---|---|
Convergence of quasi-optimal Stochastic Galerkin methods for a class of PDES with random coefficients |
Abstract | ||
|---|---|---|
In this work we consider quasi-optimal versions of the Stochastic Galerkin method for solving linear elliptic PDEs with stochastic coefficients. In particular, we consider the case of a finite number N of random inputs and an analytic dependence of the solution of the PDE with respect to the parameters in a polydisc of the complex plane C^N. We show that a quasi-optimal approximation is given by a Galerkin projection on a weighted (anisotropic) total degree space and prove a (sub)exponential convergence rate. As a specific application we consider a thermal conduction problem with non-overlapping inclusions of random conductivity. Numerical results show the sharpness of our estimates. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1016/j.camwa.2013.03.004 | Computers & Mathematics with Applications |
Keywords | Field | DocType |
random conductivity,finite number,galerkin projection,complex plane,quasi-optimal approximation,stochastic galerkin method,quasi-optimal version,analytic dependence,exponential convergence rate,random coefficient,quasi-optimal stochastic galerkin method,random input,uncertainty quantification | Polydisc,Convergence (routing),Mathematical optimization,Anisotropy,Finite set,Uncertainty quantification,Mathematical analysis,Galerkin method,Complex plane,Thermal conduction,Mathematics | Journal |
Volume | Issue | ISSN |
67 | 4 | 0898-1221 |
Citations | PageRank | References |
18 | 0.87 | 8 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Joakim Beck | 1 | 27 | 1.86 |
| Fabio Nobile | 2 | 336 | 29.63 |
| Lorenzo Tamellini | 3 | 29 | 3.22 |
| Raul | 4 | 477 | 54.12 |