Elliptic boundary value problems with Gaussian white noise loads

Sari Lasanen, Lassi Roininen and Janne M.J. Huttunen

Stochastic Processes and their Applications, 2018, vol. 128, issue 11, 3607-3627

Abstract: Linear second order elliptic boundary value problems (BVP) on bounded Lipschitz domains are studied in the case of Gaussian white noise loads. The challenging cases of Neumann and Robin BVPs are considered.

Keywords: Stochastic partial differential equations; Boundary value problems; Gaussian measures; Finite element methods; White noise (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1016/j.spa.2017.11.007

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