An adaptive stochastic Galerkin method
| Autor: | Gittelson, Claude Jeffrey |
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| Jazyk: | angličtina |
| Rok vydání: | 2011 |
| Předmět: | |
| Zdroj: | SAM Research Report, 2011-11 |
| DOI: | 10.3929/ethz-a-010398930 |
| Popis: | We derive an adaptive solver for random elliptic boundary value problems, using techniques from adaptive wavelet methods. Substituting wavelets by polynomials of the random parameters leads to a modular solver for the parameter dependence, which combines with any discretization on the spatial domain. We show optimality properties of this solver, and present numerical computations. SAM Research Report, 2011-11 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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