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Article
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SIAM Journal on Numerical Analysis
Article . 1979 . Peer-reviewed
Data sources: Crossref
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A Finite Element Method for Random Differential Equations with Random Coefficients

A finite element method for random differential equations with random coefficients
Authors: Sun, Tze-Chen;

A Finite Element Method for Random Differential Equations with Random Coefficients

Abstract

A finite element method is derived for solving equations of the following type \[ - (p(x)u'(x,\omega ))' + (q(x) + r(x)\lambda (\omega ))^2 u(x,\omega ) = f(x,\omega ),\quad 0 \leqq x \leqq l,\] with boundary conditions $u(0,\omega ) \equiv u(l,\omega ) \equiv 0$ where (i) $0 < p \in C^1 [0,l]$; (ii) $q,r \in C[0,l]$; (iii) $f(x,\omega ) = B'(x,\omega )$ is the white noise; (iv) $\lambda (\omega )$ is a standard Gaussian random variable and is independent of $B(x,\omega )$ for all $0 \leqq x \leqq l$. We can think of $(q(x) + r(x)\lambda (\omega ))^2 $ as a random perturbation of the deterministic $q(x)^2 $.The error of the finite element solution is estimated and possible extensions are discussed.

Keywords

Numerical solution of boundary value problems involving ordinary differential equations, Ordinary differential equations and systems with randomness, error estimates, finite element method, random differential equations, Probabilistic methods, stochastic differential equations, random coefficients, Stochastic ordinary differential equations (aspects of stochastic analysis)

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
42
Top 10%
Top 10%
Average
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