2 citations · 3 across the 3 of their papers we have counts for
4 papers · 1 filter
Uncertainty Quantification for PDEs with Anisotropic Random Diffusion
Helmut Harbrecht, Michael Peters, Marc Schmidlin
In this article, we consider elliptic diffusion problems with an anisotropic random diffusion coefficient. We model the notable direction in terms of a random vector field and deri…
Multilevel tensor approximation of PDEs with random data
Jonas Ballani, Daniel Kressner, Michael Peters
In this paper, we introduce and analyze a new low-rank multilevel strategy for the solution of random diffusion problems. Using a standard stochastic collocation scheme, we first a…
-matrix based second moment analysis for rough random fields and finite element discretizations
Jürgen Dölz, Helmut Harbrecht, Michael D. Peters
We consider the efficient solution of strongly elliptic partial differential equations with random load based on the finite element method. The solution's two-point correlation can…
Novel results for the anisotropic sparse grid quadrature
Abdul-Lateef Haji-Ali, Helmut Harbrecht, Michael Peters +1
This article is dedicated to the anisotropic sparse grid quadrature for functions which are analytically extendable into an anisotropic tensor product domain. Taking into account t…