ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Volume 23 Issue 4       Subscribe       Article       References       Related articles      
<< firstfirst   < prevprev   Table of contentstoc   next >next   last >>last
Publisher Logo Publication Cover
Search within this journal
iOpen

A Three-Field Finite Element Method for Elliptic Partial Differential Equations Driven by Stochastic Loads

Authors: Scott R. Franklin a;  Padmanabhan Seshaiyer b; Philip W. Smith b
Affiliations:   a Division of Mathematics and Sciences, Wayland Baptist University, Plainview, Texas, USA
b Department of Mathematics and Statistics, Texas Tech University, Lubbock, Texas, USA
DOI: 10.1081/SAP-200064476
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 23, Issue 4 July 2005 , pages 757 - 783
Formats available: HTML (English) : PDF (English)
Article Requests: Order Reprints : Request Permissions


Abstract

This paper is concerned with the application of nonconforming finite element methods to stochastic partial differential equations. We present a mixed formulation of a three-field finite element method applied to an elliptic model problem involving stochastic loads. We then derive the exact form for the expected value and variance of the solution. Additionally, the rate of convergence for the stochastic error is presented. Finally, we demonstrate through numerical experiments that the method is robust and reliable.
Keywords: Domain decomposition; Finite elements; Nonmatching grids; Stochastic partial differential equation; Three-field
Mathematics Subject Classification: 35R60; 60H15; 65N30; 65N55
view references (19)
Bookmark with:
  • CiteULike
  • Del.icio.us
  • BibSonomy
  • Connotea
  • More bookmarks
Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文(简体和繁體)
© 2009 Informa plc