Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos

DOI10.1016/S0045-7825(02)00421-8MaRDI QIDQ1867623zbMATH OpenOpenAlexFDO

Authors Dongbin Xiu, George Em Karniadakis

Publication date 2 April 2003

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

Full work available at URL https://doi.org/10.1016/s0045-7825(02)00421-8

zbMATH Keywords

Askey schemeblock Gauss-Seidel iterationconvergenceGalerkin projectionMonte Carlo simulationsPoisson equationpolynomial chaosrandom diffusionstochastic elliptic partial differential equationsuncertainty

Mathematics Subject Classification ID

Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Iterative numerical methods for linear systems (65F10) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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• A new hybrid uncertainty optimization method for structures using orthogonal series expansion
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