Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation

DOI10.1016/J.CMA.2004.02.026zbMath1087.65004OpenAlexW2058362163MaRDI QIDQ817339

Georgios E. Zouraris, Raúl Tempone, Ivo M. Babuška

Publication date: 8 March 2006

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2004.02.026

zbMATH Keywords

error estimatesfinite elementsnumerical examplesMonte Carlo methodadaptive methodserror controlperturbation estimatesKarhunen-Loève expansionstochastic elliptic equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Boundary value problems for second-order elliptic equations (35J25) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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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