Mixed finite element approximation for the stochastic pressure equation of Wick type

被引：5

作者：

Manouzi, H ^{[1
]}

Theting, TG

机构：

[1] Univ Laval, Dept Math & Stat, St Foy, PQ G1K 7P4, Canada

[2] Norwegian Univ Sci & Technol, Dept Math Sci, N-7491 Trondheim, Norway

来源：

IMA JOURNAL OF NUMERICAL ANALYSIS | 2004年 / 24卷 / 04期

关键词：

finite element method; flow in porous media; stochastic partial differential equations; stochastic simulation; Wick product;

D O I：

10.1093/imanum/24.4.605

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We propose a mixed finite element method for the numerical solution of the stochastic pressure equation of Wick type. In this formulation, the pressure and the velocity are the most relevant unknowns. We give existence and uniqueness results for the continuous problem and its approximation. Optimal error estimates are derived and algorithmic aspects are discussed. Finally, the results of numerical experiments confirm the practical efficiency of the mixed method.

引用

页码：605 / 634

页数：30

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