Adaptive wavelet methods for elliptic partial differential equations with random operators
Metadata only
Author
Date
2011-05Type
- Report
ETH Bibliography
yes
Altmetrics
Abstract
We apply adaptive wavelet methods to boundary value problems with random coefficients, discretized by wavelets or frames 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. Show more
Publication status
unpublishedExternal links
Journal / series
Research reportsVolume
(2011/37)Publisher
Seminar für Angewandte Mathematik, ETHSubject
Partial differential equations with random coefficients; Uncertainty quantification; Stochastic finite element methods; Operator equations, adaptive methodsOrganisational unit
03435 - Schwab, Christoph / Schwab, Christoph
More
Show all metadata
ETH Bibliography
yes
Altmetrics