Graduate Seminar

Scheduled Talk - November 11, 2009 - [ 12:00PM in DH 1064 ]

Kun Liu

"Stochastic Discontinuous Galerkin Methods for Elliptic Problems"

Abstract:
In this talk, I will first review a paper on classical finite element method for stochastic elliptic problems. I will mainly focus on the priori error estimates in this case. Second, I will formulate the discontinuous Galerkin (DG) method for stochastic elliptic problems. I will derive the error estimates in the energy norm and $L^2$ norm for this method. For computational reasons, I will construct the Monte Carlo discontinuous Galerkin method which is used to approximate the expected value of the DG solution. In this part, the statistical error and space discretization error will be discussed and the error estimates will be given.