Solution of stochastic partial differential equations using Galerkin finite element techniques

This paper presents a framework for the construction of Galerkin approximations of elliptic boundary-value problems with stochastic input data. A variational formulation is developed which allows, among others, numerical treatment by the finite element method; a theory of a posteriori error estimation and corresponding adaptive approaches based on practical experience can be utilized. The paper develops a foundation for treating stochastic partial differential equations (PDEs) which can be further developed in many directions. (C) 2001 Published by Elsevier Science B.V.