scholarly journals An Empirical Interpolation and Model-Variance Reduction Method for Computing Statistical Outputs of Parametrized Stochastic Partial Differential Equations

2016 ◽  
Vol 4 (1) ◽  
pp. 244-265 ◽  
Author(s):  
F. Vidal-Codina ◽  
N. C. Nguyen ◽  
M. B. Giles ◽  
J. Peraire
Author(s):  
Shohei Nakajima

AbstractWe prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov’s continuity theorem and tightness arguments.


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