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
Formats available:
HTML
(English)
:
PDF
(English)
View Article:
View Article (PDF)
View Article (HTML)
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) |

Download Citation

CiteULike
Del.icio.us
BibSonomy
Connotea