Stochastic Galerkin method for elliptic SPDEs: a white noise approach
From MaRDI portal
Publication:2471407
DOI10.3934/dcdsb.2006.6.941zbMath1148.60043MaRDI QIDQ2471407
Luis J. Roman, Markus V. Sarkis
Publication date: 22 February 2008
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2006.6.941
62C20: Minimax procedures in statistical decision theory
65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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