Adaptive wavelet methods for elliptic partial differential equations with random operators
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Author
Date
2011-05Type
- Report
ETH Bibliography
yes
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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
Permanent link
https://doi.org/10.3929/ethz-a-010402575Publication status
publishedExternal links
Journal / series
SAM Research ReportVolume
Publisher
Seminar for Applied Mathematics, ETH ZurichSubject
Partial differential equations with random coefficients; Uncertainty quantification; Stochastic finite element methods; Operator equations, adaptive methodsOrganisational unit
02501 - Seminar für Angewandte Mathematik / Seminar for Applied Mathematics
03435 - Schwab, Christoph / Schwab, Christoph
Funding
247277 - Automated Urban Parking and Driving (EC)
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Is previous version of: https://doi.org/10.3929/ethz-b-000079160
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ETH Bibliography
yes
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