Weak truncation error estimates for elliptic PDEs with lognormal coefficients

DOI10.1007/s40072-013-0006-2zbMath1273.65166MaRDI QIDQ373231

Arnaud Debussche, Julia Charrier

Publication date: 22 October 2013

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40072-013-0006-2

zbMATH Keywords

lognormal distribution; uncertainty quantification; Karhunen-Loève expansion; elliptic PDE with random coefficients; weak error estimate

Mathematics Subject Classification ID

65C20: Probabilistic models, generic numerical methods in probability and statistics

76S05: Flows in porous media; filtration; seepage

65N15: Error bounds for boundary value problems involving PDEs

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

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