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Title: Expansion of random boundary excitations for elliptic PDEs
Authors: Sabelfeld, Karl
Issue Date: 2007
Published in: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik, Volume 1277, ISSN 0946-8633
Publisher: Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik
Abstract: In this paper we deal with elliptic boundary value problems with random boundary conditions. Solutions to these problems are inhomogeneous random fields which can be represented as series expansions involving a complete set of deterministic functions with corresponding random coefficients. We construct the Karhunen-Loève (K-L) series expansion which is based on the eigen-decomposition of the covariance operator. It can be applied to simulate both homogeneous and inhomogeneous random fields. We study the correlation structure of solutions to some classical elliptic equations in respond to random excitations of functions prescribed on the boundary. We analyze the stochastic solutions for Dirichlet and Neumann boundary conditions to Laplace equation, biharmonic equation, and to the Lamé system of elasticity equations. Explicit formulae for the correlation tensors of the generalized solutions are obtained when the boundary function is a white noise, or a homogeneous random field on a circle, a sphere, and a half-space. These exact results may serve as an excellent benchmark for developing numerical methods, e.g., Monte Carlo simulations, stochastic volume and boundary element methods.
DDC: 510
License: This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.
Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.
Appears in Collections:Mathematik

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