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Sparse high order FEM for elliptic sPDEs
(2008)Research ReportWe describe the analysis and the implementation of two Finite Element (FE) algorithms for the deterministic numerical solution of elliptic boundary value problems with stochastic coefficients. They are based on separation of deterministic and stochastic parts of the input data by a Karhunen-Lo`eve expansion, truncated after M terms. With a change of measure we convert the problem to a sequence of M-dimensional, parametric ...Report