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 methodstochastic partial differential equationWick productWick-stochastic boundary problem

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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)

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

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