@article{(Open Science Index):https://publications.waset.org/pdf/9998205, title = {Solving Stochastic Eigenvalue Problem of Wick Type}, author = {Hassan Manouzi and Taous-Meriem Laleg-Kirati}, country = {}, institution = {}, abstract = {In this paper we study mathematically the eigenvalue problem for stochastic elliptic partial differential equation of Wick type. Using the Wick-product and the Wiener-Itô chaos expansion, the stochastic eigenvalue problem is reformulated as a system of an eigenvalue problem for a deterministic partial differential equation and elliptic partial differential equations by using the Fredholm alternative. To reduce the computational complexity of this system, we shall use a decomposition method using the Wiener-Itô chaos expansion. Once the approximation of the solution is performed using the finite element method for example, the statistics of the numerical solution can be easily evaluated. }, journal = {International Journal of Mathematical and Computational Sciences}, volume = {8}, number = {5}, year = {2014}, pages = {753 - 756}, ee = {https://publications.waset.org/pdf/9998205}, url = {https://publications.waset.org/vol/89}, bibsource = {https://publications.waset.org/}, issn = {eISSN: 1307-6892}, publisher = {World Academy of Science, Engineering and Technology}, index = {Open Science Index 89, 2014}, }