Solution of stochastic partial differential equations using Galerkin finite element techniques

Citation
Mk. Deb et al., Solution of stochastic partial differential equations using Galerkin finite element techniques, COMPUT METH, 190(48), 2001, pp. 6359-6372
Citations number
14
Categorie Soggetti
Mechanical Engineering
Journal title
COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING
ISSN journal
00457825 → ACNP
Volume
190
Issue
48
Year of publication
2001
Pages
6359 - 6372
Database
ISI
SICI code
0045-7825(2001)190:48<6359:SOSPDE>2.0.ZU;2-4
Abstract
This paper presents a framework for the construction of Galerkin approximat ions of elliptic boundary-value problems with stochastic input data. A vari ational formulation is developed which allows, among others, numerical trea tment by the finite element method; a theory of a posteriori error estimati on and corresponding adaptive approaches based on practical experience can be utilized. The paper develops a foundation for treating stochastic partia l differential equations (PDEs) which can be further developed in many dire ctions. (C) 2001 Published by Elsevier Science B.V.