Explicit cost bounds of stochastic Galerkin approximations for parameterized PDEs with random coefficients.
Nick C. DexterClayton G. WebsterGuannan ZhangPublished in: Comput. Math. Appl. (2016)
Keyphrases
- partial differential equations
- stage stochastic programs
- lower bound
- sum of squared errors
- image denoising
- upper bound
- image processing
- linear combination
- differential equations
- anisotropic diffusion
- numerical methods
- total cost
- numerical solution
- optimal cost
- long run average cost
- level set
- difference equations
- closed form expressions
- error bounds
- approximation methods
- multiscale
- worst case
- variance reduction
- lower and upper bounds
- edge detection
- flow network
- monte carlo
- closed form
- dynamical systems