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Solution of stochastic partial differential equations using Galerkin finite element techniques

✍ Scribed by Manas K. Deb; Ivo M. Babuška; J.Tinsley Oden

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 923 KB
Volume: 190
Category: Article
ISSN: 0045-7825
DOI: 10.1016/s0045-7825(01)00237-7

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✦ Synopsis

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 estimation and corresponding adaptive approaches based on practical experience can be utilized. The paper develops a foundation for treating stochastic partial differential equations (PDEs) which can be further developed in many directions.

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