Adaptive wavelet methods for elliptic partial differential equations with random operators

被引：8
|
作者：
Gittelson, Claude Jeffrey [1 ]
机构：
[1] ETH, Seminar Appl Math, CH-8092 Zurich, Switzerland
来源：
NUMERISCHE MATHEMATIK | 2014年 / 126卷 / 03期
基金：
瑞士国家科学基金会;
关键词：
GENERALIZED POLYNOMIAL CHAOS; APPROXIMATIONS;
D O I：
10.1007/s00211-013-0572-2
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We apply adaptive wavelet methods to boundary value problems with random coefficients, discretized by wavelets in the spatial domain and tensorized polynomials in the parameter domain. Greedy algorithms control the approximate application of the fully discretized random operator, and the construction of sparse approximations to this operator. We suggest a power iteration for estimating errors induced by sparse approximations of linear operators.
引用
收藏
页码：471 / 513
页数：43
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