Accessible Requires Authentication Published by De Gruyter December 20, 2010

A polynomial chaos approach to stochastic variational inequalities

R. Forster and R. Kornhuber
From the journal

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.

Received: 2010-08-24
Published Online: 2010-12-20
Published in Print: 2010-December

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