Finite elements for elliptic problems with stochastic coefficients

DOI10.1016/j.cma.2004.04.008zbMath1143.65392MaRDI QIDQ1777105

Christoph Schwab, Philipp Frauenfelder, Radu Alexandru Todor

Publication date: 12 May 2005

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

Full work available at URL: https://doi.org/10.1016/j.cma.2004.04.008

zbMATH Keywords

Stochastic partial differential equations; Stochastic finite element methods

Mathematics Subject Classification ID

65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

Related Items

Fourier representation of random media fields in stochastic finite element modelling, STOCHASTIC GALERKIN DISCRETIZATION OF THE LOG-NORMAL ISOTROPIC DIFFUSION PROBLEM, Sensitivity analysis of large-eddy simulations to subgrid-scale-model parametric uncertainty using polynomial chaos, Sparse $p$-version BEM for first kind boundary integral equations with random loading, Multi-element probabilistic collocation method in high dimensions, The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications, A finite element method for elliptic problems with stochastic input data, Long-term behavior of polynomial chaos in stochastic flow simulations, Generalized spectral decomposition for stochastic nonlinear problems, Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems, Efficient stochastic Galerkin methods for random diffusion equations, Stochastic simulation of riser-sections with uncertain measured pressure loads and/or uncertain material properties, A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations, Stochastic model reduction for chaos representations, Computational aspects of the stochastic finite element method, Effect of multiple uncertain material properties on the response variability of in-plane and plate structures, Parametric uncertainty analysis of pulse wave propagation in a model of a human arterial network, An analysis of polynomial chaos approximations for modeling single-fluid-phase flow in porous medium systems, Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics, Beyond Wiener-Askey expansions: handling arbitrary PDFs, Karhunen-Loève approximation of random fields by generalized fast multipole methods, An extended stochastic finite element method for solving stochastic partial differential equations on random domains, Generalized spectral decomposition method for solving stochastic finite element equations: invariant subspace problem and dedicated algorithms, Uncertainty quantification via random domain decomposition and probabilistic collocation on sparse grids, $H( {div})$ preconditioning for a mixed finite element formulation of the diffusion problem with random data, Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients

Uses Software

Concepts

Cites Work