On solving stochastic initial-value differential equations

Babuska, I

doi:10.1142/S0218202503002696

Return

On solving stochastic initial-value differential equations

2011-11-21

PRE

Babuska, I *

Liu, KM

DOI：10.1142/S0218202503002696

Original

Original request for help

Save

Abstract

En 中文

This paper addresses the issues involved in solving systems of linear ODE's with stochastic coefficients and loadings described by the Karhunen-Loeve expansion. The Karhunen-Loeve expansion is used to discretize random functions into a denumerable set of uncorrelated random variables, thus providing us for transforming this problem into an equivalent deterministic one. Perturbation error estimates and a priori error estimates between the exact solution and the finite element solution in the framework of Sobolev space are given. The method of successive approximations for finite element solutions is analyzed.

Keywords:

vovariance

Karhunen-Loeve expansion

perturbation

successive method

Journal

Mathematical Models and Methods in Applied Sciences

IF:

Papers:

2.2K

Citations:

4.6K

Organization

No organization information available

Cited Papers

Damage analysis of fiber composites Part I: Statistical analysis on fiber scale

COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING

IF7.3

1999-04-01

149

PREAI

Babuska, I; Andersson, B; Smith, PJ; Levin, K

Save

Inedited SVM Application to Automatically Tracking and Recognizing Arm-and-Hand Visual Signals to Aircraft

Proceedings of the 7th International Joint Conference on Computational Intelligence

IF0

2015-01-01

OAAI

Giovanni Saggio; Francesco Cavrini; Franco Di Paolo

Save

Solution of stochastic partial differential equations using Galerkin finite element techniques

COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING

IF7.3

2001-09-01

381

PREAI

Deb, MK; Babuska, IM; Oden, JT

Save

Effects of copper on the metabolism of¹⁴C-labeled glucose in soil in relation to amendment with organic materials

Soil Science and Plant Nutrition

IF0

1995-06-01

PREAI

Masakazu Aoyama; Seiji Itaya

Save

Dual-mode emission and transmission microscopy for virtual histochemistry using hematoxylin- and eosin-stained tissue sections

Biomedical Optics Express

IF0

2019-11-26

OAAI

Farzad Fereidouni; Austin Todd; Yuheng Li; Che-Wei Chang; Keith Luong; Avi Rosenberg; Yong-Jae Lee; James W. Chan; Alexander Borowsky; Karen Matsukuma; Kuang-Yu Jen; Richard Levenson

Save

On solving elliptic stochastic partial differential equations

COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING

IF7.3

2002-08-01

172

PREAI

Babuska, I; Chatzipantelidis, P

Save

Solving stochastic partial differential equations based on the experimental data

MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES

IF3