Almost sure convergence of the finite element approximations for the random Sturm-Liouville boundary value problem

DOI10.1016/0893-9659(90)90005-VzbMath0714.65108OpenAlexW2107776999MaRDI QIDQ751230

U. Jin Choi, Do Young Kwak

Publication date: 1990

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0893-9659(90)90005-v

zbMATH Keywords

finite element methodsprobabilistic convergencerandom differential equations of Sturm-Liouville type

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15) Eigenvalues, estimation of eigenvalues, upper and lower bounds of ordinary differential operators (34L15) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Unnamed Item
• Convergence of statistical finite element solutions of the heat equation with a random initial condition
• Stability analysis of a finite element scheme for the heat equation with a random initial condition
• Almost sure convergence of Galerkin approximations for a heat equation with a random initial condition
• Eigenvalue approximation by the finite element method
• A Finite Element Method for Random Differential Equations with Random Coefficients
• On a conjecture concerning the means of the eigenvalues of random Sturm-Liouville boundary value problems

This page was built for publication: Almost sure convergence of the finite element approximations for the random Sturm-Liouville boundary value problem