A Discussion on Two Stochastic Elliptic Modeling Strategies

A Discussion on Two Stochastic Elliptic Modeling Strategies

Year:    2012

Communications in Computational Physics, Vol. 11 (2012), Iss. 3 : pp. 775–796

Abstract

Based on the study of two commonly used stochastic elliptic models: I:−∇· (a(x,ω)·∇u(x,ω))=f(x) and II:−∇·(a(x,ω)⋄∇u(x,ω))=f(x), we constructed a new stochastic elliptic model III: −∇· (a−1)(−1)⋄∇u(x,ω))=f(x), in [20]. The difference between models I and II is twofold: a scaling factor induced by the way of applying the Wick product and the regularization induced by the Wick product itself. In [20], we showed that model III has the same scaling factor as model I. In this paper we present a detailed discussion about the difference between models I and III with respect to the two characteristic parameters of the random coefficient, i.e., the standard deviation $σ$ and the correlation length lc. Numerical results are presented for both one- and two-dimensional cases

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/cicp.300610.140411a

Communications in Computational Physics, Vol. 11 (2012), Iss. 3 : pp. 775–796

Published online:    2012-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    22

Keywords: