Discontinuous Galerkin methods for elliptic partial differential equations with random coefficients

DOI10.1080/00207160.2013.784280zbMath1290.65006OpenAlexW2008111007MaRDI QIDQ2874323

Kun Liu, Béatrice Rivière

Publication date: 29 January 2014

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1911/70327

zbMATH Keywords

numerical examplea priori error estimatestochastic elliptic equationfinite noiseMonte carlo simulationstochastic discontinuous Galerkin method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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)

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