Optimal Approximation of the First-Order Corrector in Multiscale Stochastic Elliptic PDE.
Caroline GeiersbachClemens HeitzingerGerhard TulzerPublished in: SIAM/ASA J. Uncertain. Quantification (2016)
Keyphrases
- multiscale
- partial differential equations
- closed form
- approximation schemes
- worst case
- higher order
- level set
- dynamic programming
- wavelet transform
- numerical methods
- numerical scheme
- coarse to fine
- anisotropic diffusion
- image processing
- natural images
- difference equations
- discrete random variables
- affine invariant
- image denoising
- error bounds
- monte carlo
- optimal solution
- image segmentation
- approximation algorithms
- high order
- first order logic
- markov random field
- edge detection