A fictitious domain approach to the numerical solution of PDEs in stochastic domains

DOI10.1007/s00211-007-0086-xzbMath1126.65004OpenAlexW2070021957MaRDI QIDQ2454706

Tomáš Kozubek, Claudio Canuto

Publication date: 16 October 2007

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-007-0086-x

zbMATH Keywords

simulationnumerical experimentsmixed finite elementsPoisson equationelliptic PDEsstability and convergencepolynomial chaos expansionfictitious domain approachGalerkin projection methoddeterministic PDEs in random domains

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Applications of stochastic analysis (to PDEs, etc.) (60H30) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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)

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