On solving elliptic stochastic partial differential equations

Ivo Babuška

doi:10.1016/S0045-7825(02)00354-7

2002-08-01

172

PRE

Ivo Babuška *

Panagiotis Chatzipantelidis

DOI：10.1016/S0045-7825(02)00354-7

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摘要

En 中文

A model elliptic boundary value problem of second order, with stochastic coefficients described by the Karhunen-Loeve expansion is addressed. This problem is transformed into an equivalent deterministic one. The perturbation method and the method of successive approximations is analyzed. Rigorous error estimates in the framework of Sobolev spaces are given. (C) 2002 Elsevier Science B.V. All rights reserved.

Keyword:

Karhunen-Loeve expansion

stochastic partial differential equations

numerical solution of partial differential equations

successive approximations

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期刊

Computer Methods in Applied Mechanics and Engineering

IF:

7.3

论文数:

1.3W

被引数:

5.6W

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