TY - JFULL AU - Hassan Manouzi and Taous-Meriem Laleg-Kirati PY - 2014/6/ TI - Solving Stochastic Eigenvalue Problem of Wick Type T2 - International Journal of Mathematical and Computational Sciences SP - 752 EP - 756 VL - 8 SN - 1307-6892 UR - https://publications.waset.org/pdf/9998205 PU - World Academy of Science, Engineering and Technology NX - Open Science Index 89, 2014 N2 - 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. ER -