Probabilistic models for stochastic elliptic partial differential equations

DOI10.1016/J.JCP.2010.07.023zbMath1202.65012OpenAlexW2018464171MaRDI QIDQ602939

Mircea D. Grigoriu

Publication date: 5 November 2010

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2010.07.023

zbMATH Keywords

numerical examplesparametric modelsKarhunen-Loéve/spectral expansionsnon-Gaussian random functionsstochastic elliptic partial differential equationstranslation random functions

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work

• The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
• Extremes and related properties of random sequences and processes
• Finite elements for elliptic problems with stochastic coefficients
• Efficient iterative algorithms for the stochastic finite element method with application to acoustic scattering
• Karhunen-Loève approximation of random fields by generalized fast multipole methods
• ON SOLVING STOCHASTIC INITIAL-VALUE DIFFERENTIAL EQUATIONS
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Random heterogeneous materials. Microstructure and macroscopic properties
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