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A polynomial chaos approach to stochastic variational inequalities
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R. Forster
Published/Copyright:
December 20, 2010
Abstract
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 approach and suggest similar error estimates as for linear elliptic problems.
Keywords:: stochastic variational inequality; Karhunen–Loève expansion; polynomial chaos; finite elements; stochastic Galerkin method; stochastic collocation
Received: 2010-08-24
Published Online: 2010-12-20
Published in Print: 2010-December
© de Gruyter 2010
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Articles in the same Issue
- A polynomial chaos approach to stochastic variational inequalities
- On the efficient convolution with the Newton potential
- Adaptive finite element methods for the Laplace eigenvalue problem
- Adaptive finite element solution of eigenvalue problems: Balancing of discretization and iteration error
Keywords for this article
stochastic variational inequality;
Karhunen–Loève expansion;
polynomial chaos;
finite elements;
stochastic Galerkin method;
stochastic collocation
Articles in the same Issue
- A polynomial chaos approach to stochastic variational inequalities
- On the efficient convolution with the Newton potential
- Adaptive finite element methods for the Laplace eigenvalue problem
- Adaptive finite element solution of eigenvalue problems: Balancing of discretization and iteration error
