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 equivalenc...
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Veröffentlicht in: | Journal of numerical mathematics 2010-12, Vol.18 (4), p.235-255 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | 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. |
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ISSN: | 1570-2820 1569-3953 |
DOI: | 10.1515/jnum.2010.012 |