On solving elliptic stochastic partial differential equations

被引：156
作者：
Babuska, I [1 ]
Chatzipantelidis, P [1 ]
机构：
[1] Univ Texas, TICAM, Austin, TX 78712 USA
来源：
COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING | 2002年 / 191卷 / 37-38期
基金：
美国国家科学基金会;
关键词：
Karhunen-Loeve expansion; stochastic partial differential equations; numerical solution of partial differential equations; successive approximations;
D O I：
10.1016/S0045-7825(02)00354-7
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
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.
引用
收藏
页码：4093 / 4122
页数：30
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