Probabilistic models for stochastic elliptic partial differential equations
DOI10.1016/j.jcp.2010.07.023zbMath1202.65012OpenAlexW2018464171MaRDI QIDQ602939
Publication date: 5 November 2010
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2010.07.023
numerical examplesparametric modelsKarhunen-Loéve/spectral expansionsnon-Gaussian random functionsstochastic elliptic partial differential equationstranslation random functions
Boundary value problems for second-order elliptic equations (35J25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items
Cites Work
- The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
- Extremes and related properties of random sequences and processes
- Finite elements for elliptic problems with stochastic coefficients
- Efficient iterative algorithms for the stochastic finite element method with application to acoustic scattering
- Karhunen-Loève approximation of random fields by generalized fast multipole methods
- ON SOLVING STOCHASTIC INITIAL-VALUE DIFFERENTIAL EQUATIONS
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Random heterogeneous materials. Microstructure and macroscopic properties
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item