Stochastic Galerkin method for elliptic SPDEs: a white noise approach

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

zbMATH Keywords

Galerkin methodwhite noiseelliptic stochastic partial differential equations

Mathematics Subject Classification ID

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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