To Solve Stochastic Nonlinear Diffusion Reaction Elliptic Boundary
Value Problem with Stochastic Collocation Approach
Fox Cheng
UCSD
Abstract:
Stochastic Collocation approach is a basic approach for linear
SPDEs. In this talk, a semilinear SPDE problem and the well-poseness of
its weak form is introduced. Error estimator via collocation approach will
be presented which is tested by numerical examples.