Numerische Mathematik

, Volume 101, Issue 2, pp 185–219 | Cite as

Worst case scenario analysis for elliptic problems with uncertainty

Article

Abstract

This work studies linear elliptic problems under uncertainty. The major emphasis is on the deterministic treatment of such uncertainty. In particular, this work uses the Worst Scenario approach for the characterization of uncertainty on functional outputs (quantities of physical interest). Assuming that the input data belong to a given functional set, eventually infinitely dimensional, this work proposes numerical methods to approximate the corresponding uncertainty intervals for the quantities of interest. Numerical experiments illustrate the performance of the proposed methodology.

Mathematics Subject Classification (2000)

35J20 35R60 65N30 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2005

Authors and Affiliations

  1. 1.ICESThe University of Texas at AustinUSA
  2. 2.MOX, Dipartimento di MatematicaPolitecnico di MilanoMilanoItaly

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