Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation

DOI10.1016/J.CMA.2004.02.026zbMATH Open1087.65004OpenAlexW2058362163MaRDI QIDQ817339FDOQ817339

Authors: R. Tempone, Georgios E. Zouraris, Ivo Babuška 

Publication date: 8 March 2006

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.2004.02.026

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zbMATH Keywords

numerical exampleserror estimatesfinite elementsMonte Carlo methodadaptive methodserror controlperturbation estimatesstochastic elliptic equationKarhunen-Loève expansion

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Boundary value problems for second-order elliptic equations (35J25) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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