Stochastic spectral formulations for elliptic problems

DOI10.1007/978-3-642-04107-5_33MaRDI QIDQ3405463zbMATH OpenOpenAlexFDO

Authors Sylvain Maire, Etienne Tanré

Publication date 15 February 2010

Published in Monte Carlo and Quasi-Monte Carlo Methods 2008 (Search for Journal in Brave)

Full work available at URL https://hal.inria.fr/inria-00340708/file/Maire_Tanre.pdf

zbMATH Keywords

error boundsconditioningFeynman-Kac formulaPoisson equationnumerical testsanisotropic diffusion equationMonte Carlo approximationsstochastic spectral formulationstensor product Chebyshev polynomial basis

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Error bounds for boundary value problems involving PDEs (65N15)

Recommendations

• Approximate methods for stochastic eigenvalue problems
• Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• On solving elliptic stochastic partial differential equations

Cited in

(4)

• A spectral method for isotropic diffusion equation with random concentration fluctuations of incoming flux of particles through circular-shaped boundaries
• Reweighted \(\ell_1\) minimization method for stochastic elliptic differential equations
• Spectral Methods for Multiscale Stochastic Differential Equations
• Spectral Element Methods for Stochastic Differential Equations with Additive Noise

This page was built for publication: Stochastic spectral formulations for elliptic problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3405463)