Solving wick-stochastic boundary value problems using a finite element method

DOI10.1080/17442500008834254zbMath0974.65009OpenAlexW2027161513MaRDI QIDQ2702088

Thomas Gorm Theting

Publication date: 16 December 2001

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://ub-madoc.bib.uni-mannheim.de/1847/1/2000_252.pdf

zbMATH Keywords

Galerkin methodfinite elementsWick productstochastic partial differential equationWick-stochastic boundary problem

Mathematics Subject Classification ID

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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