Elliptic equations of higher stochastic order
DOI10.1051/m2an/2010055zbMath1203.65020MaRDI QIDQ4933357
Xiaoliang Wan, Sergey V. Lototsky, Boris L. Rosovskii
Publication date: 12 October 2010
Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/44675
Wick product; numerical experiments; random coefficients; white noise; Wiener chaos; Fourier method; elliptic PDE; spectral finite elements; Itô-Skorokhod calculus
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
35J66: Nonlinear boundary value problems for nonlinear elliptic equations
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