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Analyticity and Sparsity in Uncertainty Quantification for Pdes with Gaussian Random Field Inputs

Analyticity and Sparsity in Uncertainty Quantification for Pdes with Gaussian Random Field Inputs

Paperback

Series: Lecture Notes in Mathematics, Book 2334

General MathematicsProbability & Statistics

ISBN10: 3031383834
ISBN13: 9783031383830
Publisher: Springer
Published: Oct 14 2023
Pages: 207
Weight: 0.70
Height: 0.47 Width: 6.14 Depth: 9.21
Language: English
The present book develops the mathematical and numerical analysis of linear, elliptic and parabolic partial differential equations (PDEs) with coefficients whose logarithms are modelled as Gaussian random fields (GRFs), in polygonal and polyhedral physical domains. Both, forward and Bayesian inverse PDE problems subject to GRF priors are considered.

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Dũng, Dinh

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General Mathematics