Numerical Methods for Elliptic Partial Differential Equations with Random Coefficients

  title={Numerical Methods for Elliptic Partial Differential Equations with Random Coefficients},
  author={Chiara Pizzigoni},
  • Chiara Pizzigoni
  • Published 2017
This thesis analyses the stochastic collocation method for approximating the solution of elliptic partial differential equations with random coefficients. The method consists of a finite element approximation in the spatial domain and a collocation at the zeros of suitable tensor product orthogonal polynomials in the probability space and naturally leads to the solution of uncoupled deterministic problems. The computational cost of the method depends on the choice of the collocation points and… CONTINUE READING
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