Beschreibung:
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.
- 1. Introduction. - 2. Preliminaries. - 3. Elliptic Divergence-Form PDEs with Log-Gaussian Coefficient. - 4. Sparsity for Holomorphic Functions. - 5. Parametric Posterior Analyticity and Sparsity in BIPs. - 6. Smolyak Sparse-Grid Interpolation and Quadrature. - 8. Multilevel Smolyak Sparse-Grid Interpolation and Quadrature. - 8. Conclusions.