Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations

DOI10.1016/J.CMA.2004.05.027zbMATH Open1088.65002OpenAlexW2064332562MaRDI QIDQ817341FDOQ817341

Authors: Hermann G. Matthies, Andreas Keese 

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://publikationsserver.tu-braunschweig.de/servlets/MCRFileNodeServlet/dbbs_derivate_00001489/Document.pdf

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zbMATH Keywords

algorithmsnumerical examplesstabilityMonte Carlo methodsparallel computationGalerkin methodsKarhunen-Loeve expansionwhite noise analysisstochastic finite elementslinear and nonlinear elliptic stochastic partial differential equationssparse Smolyak quadratureWiener's polynomial chaos

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) Nonlinear boundary value problems for linear elliptic equations (35J65) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12)

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Uses Software

• Smolpack

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