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

uncertaintyconvergencePoisson equationGalerkin projectionMonte Carlo simulationspolynomial chaosAskey schemerandom diffusionstochastic elliptic partial differential equationsblock Gauss-Seidel iteration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Iterative numerical methods for linear systems (65F10) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) 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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