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math.NA2015
-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…
math.NA2015★ 1 cited
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…