Probabilistic models for stochastic elliptic partial differential equations

DOI10.1016/j.jcp.2010.07.023zbMath1202.65012MaRDI QIDQ602939

Mircea D. Grigoriu

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

zbMATH Keywords

numerical examples; parametric models; Karhunen-Loéve/spectral expansions; non-Gaussian random functions; stochastic elliptic partial differential equations; translation random functions

Mathematics Subject Classification ID

35J25: Boundary value problems for second-order elliptic equations

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

65C30: Numerical solutions to stochastic differential and integral equations

Related Items

A method for solving stochastic equations by reduced order models and local approximations

Cites Work

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