Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (Q817339)
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English | Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation |
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Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (English)
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8 March 2006
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The authors study a linear elliptic problem with uncertainty. The main objective of this paper is the probabilistic treatment of uncertainly addressing the problem of solving linear elliptic boundary value problems with stochastic coefficients. A number of theorems and estimates are developed for theoretical foundation and finally these are experimented for illustration.
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perturbation estimates
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error estimates
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adaptive methods
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error control
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finite elements
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numerical examples
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stochastic elliptic equation
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Karhunen-Loève expansion
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Monte Carlo method
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