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| Zeit: | Freitag, 21.6.2002, 11:30 Uhr |
| Ort: | Reichenhainer Straße 70, B 202 |
| Vortragender: | Radu Todor (ETHZ) |
| Thema: | Sparse FE for Stochastic Elliptic Problems |
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Elliptic BVPs with stochastic input data in a bounded domain are formulated and shown to be well-posed in stochastic Sobolev spaces. Deterministic elliptic PDE for the correlation of the solution to the stochastic problem is then derived. Beside well-posedness and regularity issues, we discuss discretization of the correlation problem using sparse grids and prove that this yields essentially optimal asymptotic convergence rates. Multilevel preconditioning by means of sparse wavelet basis and iterative solution of the FE equations for the correlation problem is shown to lead to an algorithm of logarithmic-linear complexity. | |
| Das Seminar wird von Prof. Meyer geleitet. Interessenten sind herzlich eingeladen. | |