STOCHASTIC GALERKIN DISCRETIZATION OF THE LOG-NORMAL ISOTROPIC DIFFUSION PROBLEM

DOI10.1142/S0218202510004210zbMath1339.65216MaRDI QIDQ5305085

Claude Jeffrey Gittelson

Publication date: 19 March 2010

Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)

zbMATH Keywords

stochastic partial differential equationsstochastic Galerkin methods

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Signal detection and filtering (aspects of stochastic processes) (60G35) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) PDEs with randomness, stochastic partial differential equations (35R60)

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Cites Work

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• Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
• Sparse high order FEM for elliptic sPDEs
• Finite elements for elliptic problems with stochastic coefficients
• Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
• A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• Functional Analysis
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Solution of stochastic partial differential equations using Galerkin finite element techniques

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