On solving elliptic stochastic partial differential equations
✍ Scribed by Ivo Babuška; Panagiotis Chatzipantelidis
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 817 KB
- Volume
- 191
- Category
- Article
- ISSN
- 0045-7825
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nonlinear evolution, and B is the M ϫ N dimensional noise term, which is a functional of , and multiplies an A robust semi-implicit central partial difference algorithm for the numerical solution of coupled stochastic parabolic partial differen-N dimensional real or complex Gaussian-distributed stot
## Abstract We present stochastic projection schemes for approximating the solution of a class of deterministic linear elliptic partial differential equations defined on random domains. The key idea is to carry out spatial discretization using a combination of finite element methods and stochastic