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

DOI10.1016/0893-9659(90)90005-VMaRDI QIDQ751230zbMATH OpenOpenAlexFDO

Authors U. Jin Choi, Do Y. 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

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

Review text

The paper applies finite element methods to random differential equations of Sturm-Liouville type. The probabilistic convergence of the finite element approximations is discussed.

Cites work

• A Finite Element Method for Random Differential Equations with Random Coefficients
• Almost sure convergence of Galerkin approximations for a heat equation with a random initial condition
• Convergence of statistical finite element solutions of the heat equation with a random initial condition
• Eigenvalue approximation by the finite element method
• scientific article; zbMATH DE number 3438337 (Why is no real title available?)
• On a conjecture concerning the means of the eigenvalues of random Sturm-Liouville boundary value problems
• Stability analysis of a finite element scheme for the heat equation with a random initial condition

Cited in

(2)

• Convergence rates for finite elementapproximations of stochastic partial differential equations
• Convergence of statistical finite element solutions of the heat equation with a random initial condition

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