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

DOI10.1137/090766292zbMATH Open1206.60060OpenAlexW1989726815MaRDI QIDQ3067574FDOQ3067574

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

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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)

Cited In (1)

• Asymptotically Efficient Simulation of Elliptic Problems with Small Random Forcing

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