The Wick--Malliavin Approximation of Elliptic Problems with Log-Normal Random Coefficients

DOI10.1137/130918605zbMath1284.65013OpenAlexW1995758874MaRDI QIDQ2870649

Xiaoliang Wan, Boris L. Rosovskii

Publication date: 21 January 2014

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/130918605

zbMATH Keywords

Wick productuncertainty quantificationWiener chaos expansionstochastic elliptic PDE

Mathematics Subject Classification ID

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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