Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos

DOI10.1016/S0045-7825(02)00421-8zbMath1016.65001MaRDI QIDQ1867623

Publication date: 2 April 2003

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

zbMATH Keywords

uncertainty; convergence; Monte Carlo simulations; Poisson equation; Galerkin projection; polynomial chaos; Askey scheme; random diffusion; stochastic elliptic partial differential equations; block Gauss-Seidel iteration

Mathematics Subject Classification ID

65C05: Monte Carlo methods

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

65F10: Iterative numerical methods for linear systems

35J05: Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation

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

35R60: PDEs with randomness, stochastic partial differential equations

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

65C30: Numerical solutions to stochastic differential and integral equations

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