A MULTIMODES MONTE CARLO FINITE ELEMENT METHOD FOR ELLIPTIC PARTIAL DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS

DOI10.1615/Int.J.UncertaintyQuantification.2016016805zbMath1498.65198arXiv1603.08858MaRDI QIDQ5052289

Cody Lorton, Junshan Lin, Xiaobing Feng

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.08858

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Random operators and equations (aspects of stochastic analysis) (60H25) PDEs with randomness, stochastic partial differential equations (35R60)

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