Calculation of the expectation of the solution of a one-dimensional stochastic PDE using a reduced base

DOI10.1016/J.CRMA.2011.07.015zbMATH Open1225.60102OpenAlexW1979462075MaRDI QIDQ639622FDOQ639622

Authors: J. Erhel, Zoubida Mghazli, Mestapha Oumouni 

Publication date: 22 September 2011

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2011.07.015

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zbMATH Keywords

elliptic problem with stochastic inputsprojected solutionKarhunen-Loève expansion

Mathematics Subject Classification ID

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

Cites Work

• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Title not available (Why is that?)
• On solving elliptic stochastic partial differential equations
• Title not available (Why is that?)
• Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
• Strong and weak error estimates for elliptic partial differential equations with random coefficients
• Title not available (Why is that?)

Cited In (3)

• A combined collocation and Monte Carlo method for advection-diffusion equation of a solute in random porous media
• Convergence analysis of macro spreading in 3D heterogeneous porous media
• An adaptive sparse grid method for elliptic PDEs with stochastic coefficients

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