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

by Van Kien Nguyen, Christoph Schwab, Dinh Dng

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.
Adopting a pathwise, affine-parametric representation of the GRFs, turns the random PDEs into equivalent,...

• Format: Paperback
• Language: English
• ISBN: 3031383834
• ISBN13: 9783031383830
• Release Date: October 2023
• Publisher: Springer
• Length: 207 Pages
• Weight: 0.70 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"