Elliptic equations of higher stochastic order

DOI10.1051/m2an/2010055zbMath1203.65020OpenAlexW2150191815MaRDI QIDQ4933357

Xiaoliang Wan, Sergey V. Lototsky, Boris L. Rosovskii

Publication date: 12 October 2010

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/44675

zbMATH Keywords

Wick productnumerical experimentsrandom coefficientswhite noiseWiener chaosFourier methodelliptic PDEspectral finite elementsItô-Skorokhod calculus

Mathematics Subject Classification ID

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) Nonlinear boundary value problems for nonlinear elliptic equations (35J66)

Related Items (6)

The Stochastic Dirichlet Problem Driven by the Ornstein–Uhlenbeck Operator: Approach by the Fredholm Alternative for Chaos Expansions ⋮ Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise ⋮ Fundamental solutions of singular SPDEs ⋮ A note on stochastic elliptic models ⋮ A priori error estimates for finite element approximations of parabolic stochastic partial differential equations with generalized random variables ⋮ On generalized Malliavin calculus

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the generalized stochastic Dirichlet problem. I: The stochastic weak maximum principle
• A Fourier-wavelet Monte Carlo method for fractal random fields
• Generalized functionals in Gaussian spaces: The characterization theorem revisited
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• Solving wick-stochastic boundary value problems using a finite element method
• A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus
• The Malliavin Calculus and Related Topics
• EXPANSION THEOREMS FOR GENERALIZED RANDOM PROCESSES, WICK PRODUCTS AND APPLICATIONS TO STOCHASTIC DIFFERENTIAL EQUATIONS
• Stochastic Partial Differential Equations Driven by Purely Spatial Noise
• Thepandh-pVersions of the Finite Element Method, Basic Principles and Properties
• Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
• On Convergence rate of Wiener-Ito expansion for generalized random variables
• Spectral/hp Element Methods for Computational Fluid Dynamics
• Stochastic integral

This page was built for publication: Elliptic equations of higher stochastic order