Finite Element Based Second Moment Analysis for Elliptic Problems in Stochastic Domains

H. Harbrecht ()
Additional contact information
H. Harbrecht: University of Stuttgart, Institute for Applied Analysis and Numerical Simulation

A chapter in Numerical Mathematics and Advanced Applications 2009, 2010, pp 433-441 from Springer

Abstract: Abstract We present a finite element method for the numerical solution of elliptic boundary value problems on stochastic domains. The method computes the mean and the variance of the random solution with leading order in the amplitude of the stochastic boundary perturbation relative to an unperturbed, nominal domain. The variance is computed as the trace of the solution’s two-point correlation which satisfies a deterministic boundary value problem on the tensor product of the nominal domain. This problem is discretized in the sparse tensor product space by a multilevel frame generated from standard finite elements. The computational complexity of the resulting approach stays essentially proportional to the number of finite elements required for the discretization of the nominal domain.

Date: 2010
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-11795-4_46

Ordering information: This item can be ordered from
http://www.springer.com/9783642117954

DOI: 10.1007/978-3-642-11795-4_46

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().