Editor-in-Chief: Hoppe, Ronald H. W. / Kuznetsov, Yuri
Editorial Board Member: Carstensen, Carsten / Chen, Zhangxin / Dryja, M. / Feistauer, Miloslav / Glowinski, R. / Hackbusch, Wolfgang H.C. / Langer, Ulrich / Lazarov, Raytcho / Neittaanmaki, P. / Pironneau, O. / Quarteroni, Alfio / Rannacher, Rolf / Shi, Zhong-ci / Tyrtyshnikov, Eugene E. / Widlund, O. / Zou, Jun / Axelsson, Owe / Bjorstad, Petter E. / Kawarada, Hideo
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1*Freie Universität Berlin, Institut für Mathematik, Arnimallee 6, 14195 Berlin, Germany
Citation Information: Journal of Numerical Mathematics. Volume 18, Issue 4, Pages 235–255, ISSN (Online) 1569-3953, ISSN (Print) 1570-2820, DOI: 10.1515/jnum.2010.012, December 2010
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.
Keywords:: stochastic variational inequality; Karhunen–Loève expansion; polynomial chaos; finite elements; stochastic Galerkin method; stochastic collocation
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