Forster, R. and Kornhuber, R. (2010) A polynomial chaos approach to stochastic variational inequalities. Journal of Numerical Mathematics, 18 (4). pp. 235255. ISSN 15702820

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Official URL: http://dx.doi.org/10.1515/jnum.2010.012
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.
Item Type:  Article 

Uncontrolled Keywords:  Stochastic variational inequality, Karhunen–Loève expansion, polynomial chaos, finite elements, stochastic Galerkin method, stochastic collocation 
Subjects:  Mathematical and Computer Sciences > Mathematics > Numerical Analysis 
Divisions:  Department of Mathematics and Computer Science > Institute of Mathematics 
ID Code:  1801 
Deposited By:  Ekaterina Engel 
Deposited On:  18 Feb 2016 10:01 
Last Modified:  03 Mar 2017 14:41 
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