Research reports

Sparse tensor discretization of elliptic sPDEs

by M. Bieri and R. Andreev and Ch. Schwab

(Report number 2009-07)

Abstract
We propose and analyze sparse deterministic-stochastic tensor Galerkin finite element methods (sparse sGFEMs) for the numerical solution of elliptic partial differential equations (PDEs) with random coefficients in a bounded physical domain D

Keywords: Stochastic partial differential equations, uncertainty quantification, stochastic finite element methods, multilevel approximations, sparse tensor products

BibTeX
@Techreport{BAS09_396,
  author = {M. Bieri and R. Andreev and Ch. Schwab},
  title = {Sparse tensor discretization of elliptic sPDEs},
  institution = {Seminar for Applied Mathematics, ETH Z{\"u}rich},
  number = {2009-07},
  address = {Switzerland},
  url = {https://www.sam.math.ethz.ch/sam_reports/reports_final/reports2009/2009-07.pdf },
  year = {2009}
}

Disclaimer
© Copyright for documents on this server remains with the authors. Copies of these documents made by electronic or mechanical means including information storage and retrieval systems, may only be employed for personal use. The administrators respectfully request that authors inform them when any paper is published to avoid copyright infringement. Note that unauthorised copying of copyright material is illegal and may lead to prosecution. Neither the administrators nor the Seminar for Applied Mathematics (SAM) accept any liability in this respect. The most recent version of a SAM report may differ in formatting and style from published journal version. Do reference the published version if possible (see SAM Publications).

JavaScript has been disabled in your browser