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

1 September 2000

journal article
research article
Published by Taylor & Francis in Stochastics and Stochastic Reports

Vol. 70 (3-4) , 241-270
https://doi.org/10.1080/17442500008834254

Abstract

A class of linear elliptic Wick-stochastic boundary value problems is considered. 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.

Keywords

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