IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-642-04107-5_33.html
   My bibliography  Save this book chapter

Stochastic Spectral Formulations for Elliptic Problems

In: Monte Carlo and Quasi-Monte Carlo Methods 2008

Author

Listed:
  • Sylvain Maire

    (Université de Toulon et du Var, ISITV)

  • Etienne Tanré

Abstract

We describe new stochastic spectral formulations with very good properties in terms of conditioning. These formulations are built by combining Monte Carlo approximations of the Feynman-Kac formula and standard deterministic approximations on basis functions. We give error bounds on the solutions obtained using these formulations in the case of linear approximations. Some numerical tests are made on an anisotropic diffusion equation using a tensor product Tchebychef polynomial basis and one random point schemes quantized or not.

Suggested Citation

  • Sylvain Maire & Etienne Tanré, 2009. "Stochastic Spectral Formulations for Elliptic Problems," Springer Books, in: Pierre L' Ecuyer & Art B. Owen (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2008, pages 513-528, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-04107-5_33
    DOI: 10.1007/978-3-642-04107-5_33
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-642-04107-5_33. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.