Solution of stochastic partial differential equations using Galerkin finite element techniques

نویسندگان

  • Manas K. Deb
  • Iva M. Babuska
چکیده

Computer methods . In applied mechanics and engineering Comput. Methods AppL Mech. Engrg. 190 (2001) 6359-6372 www.elsevier.comllocatelcma Solution of stochastic partial differential equations using Galerkin finite element techniques Manas K. Deb a.\ Iva M. Babuska b, J. Tinsley Oden b a TIECD Software, 6400 Harrogate Drive, Austin. TX 78759, USA b Texas Institute for Computational and Applied Mathematics. The University of Texas. Austin TX, USA Received 12 September 2000 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. © 2001 Published by Elsevier Science B.V.

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تاریخ انتشار 2006