Fully Discrete Approximation of Parametric and Stochastic Elliptic PDEs.
Markus BachmayrAlbert CohenDinh DungChristoph SchwabPublished in: SIAM J. Numer. Anal. (2017)
Keyphrases
- partial differential equations
- difference equations
- solving partial differential equations
- approximation schemes
- anisotropic diffusion
- eikonal equation
- discrete random variables
- numerical methods
- monte carlo sampling
- markov processes
- continuous functions
- differential equations
- stage stochastic programs
- numerical solution
- level set
- monte carlo
- image denoising
- numerical scheme
- approximation algorithms
- image processing
- continuous domains
- image enhancement
- discrete geometry
- multiscale
- error bounds
- fourth order
- finite number
- high order
- laplacian operator
- sufficient conditions
- markov chain
- approximation error
- closed form