Solving Wick-stochastic boundary value problems using a finite element method

Theting, Thomas Gorm

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URL:	http://ub-madoc.bib.uni-mannheim.de/1847
URN:	urn:nbn:de:bsz:180-madoc-18473
Document Type:	Working paper
Year of publication:	2000
The title of a journal, publication series:	None
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Sonstige - Fakultät für Wirtschaftsinformatik und Wirtschaftsmathematik
MADOC publication series:	Veröffentlichungen der Fakultät für Mathematik und Informatik > Institut für Mathematik > Mannheimer Manuskripte
Subject:	510 Mathematics
Classification:	MSC: 65N30 35R60 60H15 65C30 ,
Subject headings (SWD):	Galerkin-Methode , Finite-Elemente-Methode , Stochastische partielle Differentialgleichung
Keywords (English):	Wick product , Galerkin method , finite elements , stochastic partial differential equation , Wick-stochastic boundary problem
Abstract:	A class of linear elliptic Wick-stochastic boundary value problems is considere. The problems are formulated in a variational (or weak) form and existence and uniqueness of a solution to this variational formulation is proved under general assumptions on the data. Furthermore, a Galerkin type of finite element method is formulated and presented in an algorithmic form. As an illustration the algorithm is then applied to the Wick-stochastic pressure equation in one and two dimensions.
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