A polynomial chaos approach to stochastic variational inequalities
نویسندگان
چکیده
منابع مشابه
A polynomial chaos approach to stochastic variational inequalities
We consider stochastic elliptic variational inequalities of the second kind involving a bilinear form with stochastic diffusion coefficient. We prove existence and uniqueness of weak solutions, propose a stochastic Galerkin approximation of an equivalent parametric reformulation, and show equivalence to a related collocation method. Numerical experiments illustrate the efficiency of our approac...
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ژورنال
عنوان ژورنال: Journal of Numerical Mathematics
سال: 2010
ISSN: 1570-2820,1569-3953
DOI: 10.1515/jnum.2010.012