Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
471245 | Computers & Mathematics with Applications | 2014 | 20 Pages |
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 NN 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 CNCN. 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.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Joakim Beck, Fabio Nobile, Lorenzo Tamellini, Raúl Tempone,