Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations

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Publication:817341

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DOI10.1016/j.cma.2004.05.027zbMath1088.65002OpenAlexW2064332562MaRDI QIDQ817341

Hermann G. Matthies, Andreas Keese

Publication date: 8 March 2006

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://publikationsserver.tu-braunschweig.de/servlets/MCRFileNodeServlet/dbbs_derivate_00001489/Document.pdf

zbMATH Keywords

algorithms stability numerical examples white noise analysis parallel computation Monte Carlo methods Galerkin methods Karhunen-Loeve expansion stochastic finite elements linear and nonlinear elliptic stochastic partial differential equations sparse Smolyak quadrature Wiener's polynomial chaos

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Boundary value problems for second-order elliptic equations (35J25) Nonlinear boundary value problems for linear elliptic equations (35J65) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) 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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