241056 The stochastic finite element method (S) (SoSe 2014)

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The stochastic finite element method isan extension of the standard finite element method for the numerical solution of stochastic partial differential equations (PDEs).
The idea of the method is to discretize the stochastic PDE in space using finite elements, while the stochastic fields are approximated using the so-called polynomial chaos expansion.

This approach is in many cases considerably more efficient than sampling methods such as the widely used Monte-Carlo technique.

Prerequisites: basic knowledge of numerical methods and /or PDEs
Language: English/German

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Last update basic details/teaching staff:
Friday, December 11, 2015 
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Tuesday, March 18, 2014 
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Tuesday, March 18, 2014 
Type(s) / SWS (hours per week per semester)
seminar (S) / 2
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Faculty of Mathematics
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45321392