Stochastic finite elements: Computational approaches to stochastic partial differential equations

DOI10.1002/zamm.200800095zbMath1158.65009OpenAlexW2041686979MaRDI QIDQ3541275

Hermann G. Matthies

Publication date: 25 November 2008

Published in: ZAMM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/zamm.200800095

zbMATH Keywords

white noise analysisMonte Carlo methodssurvey articleuncertainty quantificationKarhunen-Loeve expansionstochastic finite elementsstochastic elliptic partial differential equationssparse Smolyak quadratureWiener's polynomial chaosstochastic Galerkin methodsspatially stochastic systems

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) 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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Uses Software

• Smolpack

Cites Work

• Sparse polynomial chaos expansions and adaptive stochastic finite elements using a regression approach
• Spectral polynomial chaos solutions of the stochastic advection equation
• Stochastic approach to size effect in quasi-brittle materials
• Stochastic Galerkin method for elliptic SPDEs: a white noise approach
• Sparse Quadrature as an Alternative to Monte Carlo for Stochastic Finite Element Techniques
• Fast Solvers for the White Noise Analysis of Stochastic Systems
• An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• Fully nonlinear stochastic partial differential equations
• The Numerical Solution of Integral Equations of the Second Kind
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• Probability Theory
• Random Fields and Geometry
• High-Order Collocation Methods for Differential Equations with Random Inputs
• Random heterogeneous materials. Microstructure and macroscopic properties
• Stochastic Equations in Infinite Dimensions
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