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
Hauptverfasser: Forster, R., Kornhuber, R.
Format: Artikel
Sprache:eng
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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.
ISSN:1570-2820
1569-3953
DOI:10.1515/jnum.2010.012