A note on stochastic elliptic models

DOI10.1016/J.CMA.2010.06.008zbMATH Open1231.65016OpenAlexW2063180169MaRDI QIDQ658923FDOQ658923

Authors: Xiaoliang Wan 

Publication date: 8 February 2012

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2010.06.008

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zbMATH Keywords

uncertainty quantificationWick productWiener chaos expansionstochastic elliptic PDE

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• The Malliavin Calculus and Related Topics
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• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
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• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
• Finite elements for elliptic problems with stochastic coefficients
• Approximating infinity-dimensional stochastic Darcy's equations without uniform ellipticity
• A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus
• Elliptic equations of higher stochastic order
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• Spectral polynomial chaos solutions of the stochastic advection equation
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• Stochastic partial differential equations driven by purely spatial noise
• Solving wick-stochastic boundary value problems using a finite element method
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• Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise
• A Discussion on Two Stochastic Elliptic Modeling Strategies

Cited In (5)

• A Monte Carlo approach to computing stiffness matrices arising in polynomial chaos approximations
• Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations
• A Discussion on Two Stochastic Elliptic Modeling Strategies
• A priori error estimates for finite element approximations of parabolic stochastic partial differential equations with generalized random variables
• Bayesian inference via projections

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