Randomization of forcing in large systems of PDEs for improvement of energy estimates

DOI10.1137/090766292MaRDI QIDQ3067574zbMATH OpenOpenAlexFDO

Authors Chia Ying Lee, B. Rozovskii, Haomin Zhou

Publication date 21 January 2011

Published in Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/797e1788a691bc08b9e425b95af2c2b4b8b8ed6a

zbMATH Keywords

stochastic partial differential equationsWiener chaos expansionchange of basis

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(1)

• Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing

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