Solving wick-stochastic boundary value problems using a finite element method

DOI10.1080/17442500008834254MaRDI QIDQ2702088zbMATH OpenOpenAlexFDO

Authors Thomas Gorm Theting

Publication date 16 December 2001

Published in Stochastics and Stochastics Reports (Search for Journal in Brave)

Full work available at URL https://ub-madoc.bib.uni-mannheim.de/1847/1/2000_252.pdf

zbMATH Keywords

finite elementsGalerkin methodWick productstochastic partial differential equationWick-stochastic boundary problem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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(21)

• A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus
• Numerical analysis of the stochastic Stokes equations of Wick type
• Computational aspects of the stochastic finite element method
• Finite elements for stochastic media problems
• Mixed finite element method for the heat diffusion equation in a random medium
• SPDEs driven by additive and multiplicative white noises: a numerical study
• Elliptic equations of higher stochastic order
• Solving Wick-stochastic water waves using a Galerkin finite element method
• SOME REGULARITY RESULTS FOR THE STOCHASTIC PRESSURE EQUATION OF WICK-TYPE
• Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation
• A finite element approximation of linear stochastic PDEs driven by multiplicative white noise
• Numerical solution of Wick-stochastic partial differential equations
• Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
• Wick-stochastic finite element solution of reaction-diffusion problems
• CONTINUOUS DEPENDENCE ON INITIAL DATA FOR SOLUTIONS OF NONLINEAR STOCHASTIC EVOLUTION EQUATIONS
• Solving Wentzell-Dirichlet boundary value problem with superabundant data using reflecting random walk simulation
• Generalized spectral decomposition for stochastic nonlinear problems
• A note on stochastic elliptic models
• A priori error estimates for finite element approximations of parabolic stochastic partial differential equations with generalized random variables
• Poly-Sinc solution of stochastic elliptic differential equations
• A multigrid solver for two-dimensional stochastic diffusion equations.

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