A stochastic finite-element method for transformed normal random parameter fields

DOI10.1615/INT.J.UNCERTAINTYQUANTIFICATION.V1.I3.10MaRDI QIDQ3173741zbMATH OpenFDO

Authors Carsten Proppe

Publication date 10 October 2011

Published in International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1615/INT.J.UNCERTAINTYQUANTIFICATION.V1.I3.10

zbMATH Keywords

adaptivityalgorithmKarhunen-Loève expansionpolynomial chaosrandom fieldsSmolyak algorithmstochastic boundary value problemstochastic finite-element methodstochastic response surface methodstochastic sparse grid collocation

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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Cited in

(2)

• Multiresolution analysis for stochastic finite element problems with wavelet-based Karhunen-Loève expansion
• Stochastic finite elements of discretely parameterized random systems on domains with boundary uncertainty

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• FERUM

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