NUMERICAL APPROXIMATION OF ELLIPTIC PROBLEMS WITH LOG-NORMAL RANDOM COEFFICIENTS
نویسندگان
چکیده
منابع مشابه
The Wick-Malliavin Approximation of Elliptic Problems with Log-Normal Random Coefficients
In this work, we discuss the approximation of elliptic problems with log-normal random coefficients using the Wick product and the Mikulevicius–Rozovskii formula. The main idea is that the multiplication between the log-normal coefficient and the gradient of the solution can be regarded as a Taylor-like expansion in terms of the Wick product and the Malliavin derivative. For the classical model...
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Article history: Received 7 March 2008 Received in revised form 19 September 2008 Accepted 31 December 2008 Available online 24 January 2009
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ژورنال
عنوان ژورنال: International Journal for Uncertainty Quantification
سال: 2019
ISSN: 2152-5080
DOI: 10.1615/int.j.uncertaintyquantification.2019029046