On solving elliptic stochastic partial differential equations. (English) Zbl 1019.65010
The paper solves elliptic boundary value problems of second-order with stochastic coefficients by using a Karhunen-Loève expansion. Estimates in the setup of Sobolev spaces are given. The paper also analyses the method of successive approximations and the perturbation method.
Reviewer: Eckhard Platen (Broadway)
MSC:
| 65C30 | Numerical solutions to stochastic differential and integral equations |
| 60H35 | Computational methods for stochastic equations (aspects of stochastic analysis) |
| 60H15 | Stochastic partial differential equations (aspects of stochastic analysis) |
| 35R60 | PDEs with randomness, stochastic partial differential equations |
