Galerkin Finite Element Methods for Stochastic Parabolic Partial Differential Equations
β Scribed by Yan, Yubin
- Book ID
- 120307674
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 2005
- Tongue
- English
- Weight
- 242 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0036-1429
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π SIMILAR VOLUMES
We describe and analyze two numerical methods for a linear elliptic problem with stochastic coefficients and homogeneous Dirichlet boundary conditions. Here the aim of the computations is to approximate statistical moments of the solution, and, in particular, we give a priori error estimates for the
This paper presents a framework for the construction of Galerkin approximations of elliptic boundary-value problems with stochastic input data. A variational formulation is developed which allows, among others, numerical treatment by the finite element method; a theory of a posteriori error estimati