On the convergence of the stochastic Galerkin method for random elliptic partial differential equations

DOI10.1051/m2an/2013066zbMath1297.65010MaRDI QIDQ5397514

Antje Mugler, H.-J. Starkloff

Publication date: 24 February 2014

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/m2an/2013066

zbMATH Keywords

convergence; finite element; random field; spectral methods; stochastic Galerkin method; generalized polynomial chaos; stochastic variational problem; elliptic partial differential equation with random coefficients; stochastic Petrov-Galerkin method

Mathematics Subject Classification ID

65N12: Stability and convergence of numerical methods for boundary value problems involving PDEs

65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs

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

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