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

DOI10.1016/j.crma.2011.07.015zbMath1225.60102OpenAlexW1979462075MaRDI QIDQ639622

Zoubida Mghazli, Mestapha Oumouni, Jocelyne Erhel

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

Karhunen-Loève expansionelliptic problem with stochastic inputsprojected solution

Mathematics Subject Classification ID

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

Related Items (3)

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

Cites Work

• Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
• On solving elliptic stochastic partial differential equations
• Strong and Weak Error Estimates for Elliptic Partial Differential Equations with Random Coefficients
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
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