Finite element and discontinuous Galerkin method for stochastic Helmholtz equation in two-and three-dimensions
zbMATH Open1174.65001MaRDI QIDQ5318583FDOQ5318583
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Publication date: 22 July 2009
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convergencenumerical experimentsdiscontinuous Galerkin methoderror estimatesfinite element methodstochastic partial differential equationstochastic Helmholtz equation
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) 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) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Cited In (27)
- Inverse Random Source Scattering for Elastic Waves
- Low-rank solutions to the stochastic Helmholtz equation
- Elliptic boundary value problems with Gaussian white noise loads
- Inverse random source scattering problems in several dimensions
- Full-discrete finite element method for the stochastic elastic equation driven by additive noise
- A robust numerical method for the random interface grating problem via shape calculus, weak Galerkin method, and low-rank approximation
- Multi-level Monte Carlo weak Galerkin method with nested meshes for stochastic Brinkman problem
- Discontinuous Galerkin method for elliptic stochastic partial differential equations on two and three dimensional spaces
- Optimal error estimates of a discontinuous Galerkin method for stochastic Allen-Cahn equation driven by multiplicative noise
- Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise
- Weak convergence of finite element method for stochastic elastic equation driven by additive noise
- Full-discrete finite element method for stochastic hyperbolic equation
- An inverse random source problem for the Helmholtz equation
- Computation of moments for Maxwell's equations with random interfaces via pivoted low-rank approximation
- The Monte Carlo methods for solving the vector and stochastic Helmholtz equations
- Finite element method and discontinuous Galerkin method for stochastic scattering problem of Helmholtz type in \(\mathbb R^{d} (d =2, 3)\)
- Discontinuous Galerkin methods for stochastic Maxwell equations with multiplicative noise
- Efficient spectral stochastic finite element methods for Helmholtz equations with random inputs
- Strong optimal error estimates of discontinuous Galerkin method for multiplicative noise driving nonlinear <scp>SPDEs</scp>
- Numerical solutions for Helmholtz equation with stochastic interface based on PML method
- A stochastic multi-symplectic scheme for stochastic Maxwell equations with additive noise
- On the numerical solution of a nonlinear stochastic Helmholtz equation with a multigrid preconditioner
- Finite difference methods for stochastic Helmholtz equation driven by white noise
- A local discontinuous Galerkin method for nonlinear parabolic SPDEs
- A Three-Field Finite Element Method for Elliptic Partial Differential Equations Driven by Stochastic Loads
- Finite volume method for solving the stochastic Helmholtz equation
- Multi-level Monte Carlo weak Galerkin method for elliptic equations with stochastic jump coefficients
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