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

DOI10.1016/J.CRMA.2011.07.015MaRDI QIDQ639622zbMATHOpenAlexFDO

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

zbMATH Keywords

elliptic problem with stochastic inputsprojected solutionKarhunen-Loève expansion

Mathematics Subject Classification ID

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

Recommendations

• A finite element method for elliptic problems with stochastic input data
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• A variance reduction method for parametrized stochastic differential equations using the reduced basis paradigm
• A non-adapted sparse approximation of PDEs with stochastic inputs
• An efficient reduced basis solver for stochastic Galerkin matrix equations

Cites work

• scientific article; zbMATH DE number 49187 (Why is no real title available?)
• scientific article; zbMATH DE number 3599198 (Why is no real title available?)
• scientific article; zbMATH DE number 854710 (Why is no real title available?)
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• On solving elliptic stochastic partial differential equations
• 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

Cited in

(3)

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

This page was built for publication: Calculation of the expectation of the solution of a one-dimensional stochastic PDE using a reduced base

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q639622)