Generalized Neumann Expansion and Its Application in Stochastic Finite Element Methods

<table class="table-group" width="800px"><tr class="fig-image" id="a"><td><img alt="325025.fig.007a" src="https://static.hindawi.com/articles/mpe/volume-2013/325025/figures/325025.fig.007a.jpg"/></td></tr><tr class="fig-caption"><td align="center"><table><tr><td><b>(a) </b>Two-point distribution</td></tr></table></td></tr><tr class="fig-image" id="b"><td><img alt="325025.fig.007b" src="https://static.hindawi.com/articles/mpe/volume-2013/325025/figures/325025.fig.007b.jpg"/></td></tr><tr class="fig-caption"><td align="center"><table><tr><td><b>(b) </b>Binomial distribution</td></tr></table></td></tr><tr class="fig-image" id="c"><td><img alt="325025.fig.007c" src="https://static.hindawi.com/articles/mpe/volume-2013/325025/figures/325025.fig.007c.jpg"/></td></tr><tr class="fig-caption"><td align="center"><table><tr><td><b>(c) </b><svg height="16.6625" id="M175" style="vertical-align:-3.56265pt" version="1.1" viewbox="0 0 10 16.6625" width="10" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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</svg> distribution with <svg height="12.4375" id="M176" style="vertical-align:-0.1638pt" version="1.1" viewbox="0 0 83.900002 12.4375" width="83.900002" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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q-31 0 -93.5 -49t-107.5 -110q-12 -37 -17 -70q-9 -65 12 -96.5t59 -31.5q31 0 56 14q53 29 89.5 105t36.5 162z" id="x1D44F"></path></g><g transform="matrix(.017,-0,0,-.017,40.775,12.162)"><path d="M535 323h-483v50h483v-50zM535 138h-483v50h483v-50z" id="x3D"></path></g><g transform="matrix(.017,-0,0,-.017,55.478,12.162)"><path d="M241 635q53 0 94 -28.5t63.5 -76t33.5 -102.5t11 -116q0 -58 -11 -112.5t-34 -103.5t-63.5 -78.5t-94.5 -29.5t-95 28t-64.5 75t-34.5 102.5t-11 118.5q0 58 11.5 112.5t34.5 103t64.5 78t95.5 29.5zM238 602q-32 0 -55.5 -25t-35.5 -68t-17.5 -91t-5.5 -105
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</svg></td></tr></table></td></tr><tr class="fig-image" id="d"><td><img alt="325025.fig.007d" src="https://static.hindawi.com/articles/mpe/volume-2013/325025/figures/325025.fig.007d.jpg"/></td></tr><tr class="fig-caption"><td align="center"><table><tr><td><b>(d) </b><svg height="16.6625" id="M177" style="vertical-align:-3.56265pt" version="1.1" viewbox="0 0 10 16.6625" width="10" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,12.162)"><path d="M558 587q0 -32 -14 -61t-40 -53.5t-48.5 -41t-54.5 -36.5q144 -51 144 -174q0 -55 -43.5 -108t-104.5 -87q-77 -42 -131 -42q-31 0 -54 20t-31 47l11 18q48 -29 108 -29q79 0 119.5 43t40.5 109t-44.5 107.5t-119.5 50.5l22 47q34 1 65 21q96 61 96 157q0 42 -24 67.5
t-62 25.5q-24 0 -43.5 -9t-35 -29.5t-27 -44t-22.5 -63t-19.5 -75.5t-18.5 -91q-57 -294 -68 -380q-26 -190 -35 -200q-26 -31 -97 -37l-4 26q19 9 48 170l77 413q23 121 52.5 187.5t83.5 114.5q70 62 148 62q51 0 88.5 -34t37.5 -91z" id="x1D6FD"></path></g>
</svg> distribution with <svg height="12.4375" id="M178" style="vertical-align:-0.1638pt" version="1.1" viewbox="0 0 63.700001 12.4375" width="63.700001" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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q-32 15 -73 15q-52 0 -83 -23q-48 -36 -78 -108.5t-30 -152.5q0 -33 8.5 -50.5t20.5 -17.5q31 0 107 79t99 132q15 40 29 126z" id="x1D44E"></path></g><g transform="matrix(.017,-0,0,-.017,13.373,12.162)"><path d="M535 323h-483v50h483v-50zM535 138h-483v50h483v-50z" id="x3D"></path></g><g transform="matrix(.017,-0,0,-.017,28.076,12.162)"><path d="M452 333q0 -82 -46 -164t-116 -128q-81 -53 -158 -53q-26 0 -51 13t-37 32q-26 41 -6 134l91 431q7 40 2.5 47t-34.5 7h-33l2 25q36 4 72.5 13t58.5 15.5t28 6.5q10 0 4 -29l-91 -391h2q65 77 130 116.5t105 39.5q36 0 56.5 -32t20.5 -83zM365 316q0 76 -35 76
q-31 0 -93.5 -49t-107.5 -110q-12 -37 -17 -70q-9 -65 12 -96.5t59 -31.5q31 0 56 14q53 29 89.5 105t36.5 162z" id="x1D44F"></path></g><g transform="matrix(.017,-0,0,-.017,40.775,12.162)"><path d="M535 323h-483v50h483v-50zM535 138h-483v50h483v-50z" id="x3D"></path></g><g transform="matrix(.017,-0,0,-.017,55.478,12.162)"><path d="M384 0h-275v27q67 5 81.5 18.5t14.5 68.5v385q0 38 -7.5 47.5t-40.5 10.5l-48 2v24q85 15 178 52v-521q0 -55 14.5 -68.5t82.5 -18.5v-27z" id="x31"></path></g>
</svg></td></tr></table></td></tr><tr class="fig-image" id="e"><td><img alt="325025.fig.007e" src="https://static.hindawi.com/articles/mpe/volume-2013/325025/figures/325025.fig.007e.jpg"/></td></tr><tr class="fig-caption"><td align="center"><table><tr><td><b>(e) </b><svg height="16.6625" id="M179" style="vertical-align:-3.56265pt" version="1.1" viewbox="0 0 10 16.6625" width="10" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,12.162)"><path d="M558 587q0 -32 -14 -61t-40 -53.5t-48.5 -41t-54.5 -36.5q144 -51 144 -174q0 -55 -43.5 -108t-104.5 -87q-77 -42 -131 -42q-31 0 -54 20t-31 47l11 18q48 -29 108 -29q79 0 119.5 43t40.5 109t-44.5 107.5t-119.5 50.5l22 47q34 1 65 21q96 61 96 157q0 42 -24 67.5
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</svg> distribution with <svg height="12.4375" id="M180" style="vertical-align:-0.1638pt" version="1.1" viewbox="0 0 63.700001 12.4375" width="63.700001" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,.062,12.162)"><path d="M483 97q-42 -50 -88.5 -79.5t-68.5 -29.5q-37 0 -17 93l22 102h-2q-54 -79 -144 -149q-59 -46 -100 -46q-24 0 -43 29t-19 86q0 78 34.5 153t94.5 120q41 31 94 51.5t98 20.5q29 0 72 -9q26 -6 39 -6l2 -4q-30 -117 -67 -323q-8 -41 2 -41q16 0 79 58zM374 387
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q-31 0 -93.5 -49t-107.5 -110q-12 -37 -17 -70q-9 -65 12 -96.5t59 -31.5q31 0 56 14q53 29 89.5 105t36.5 162z" id="x1D44F"></path></g><g transform="matrix(.017,-0,0,-.017,40.775,12.162)"><path d="M535 323h-483v50h483v-50zM535 138h-483v50h483v-50z" id="x3D"></path></g><g transform="matrix(.017,-0,0,-.017,55.478,12.162)"><path d="M456 178h-96v-72q0 -51 12.5 -62.5t72.5 -16.5v-27h-256v27q65 5 78 17t13 62v72h-260v28q182 271 300 426h40v-407h96v-47zM280 225v295h-2q-107 -148 -196 -295h198z" id="x34"></path></g>
</svg></td></tr></table></td></tr></table>

<table>ECDF of the relative error.</table>

Mathematical Problems in Engineering

fig7

Figure 7

Figure 7: Generalized Neumann Expansion and Its Application in Stochastic Finite Element Methods 