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Error Analysis of a Stochastic Collocation Method for Parabolic Partial Differential Equations with Random Input Data

✍ Scribed by Zhang, Guannan; Gunzburger, Max


Book ID
118184801
Publisher
Society for Industrial and Applied Mathematics
Year
2012
Tongue
English
Weight
324 KB
Volume
50
Category
Article
ISSN
0036-1429

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A numerical method for reaction-di usion equations with analytic nonlinearity is presented, for which a rigorous backward error analysis is possible. We construct a modiΓΏed equation, which describes the behavior of the full discretization scheme up to exponentially small errors in the step size. In