An application of the method of moments to stochastic equations

McCoy, John J.

doi:10.1090/qam/235629

Author: John J. McCoy
Journal: Quart. Appl. Math. 26 (1969), 521-536
MSC: Primary 60.75
DOI: https://doi.org/10.1090/qam/235629
MathSciNet review: 235629
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Abstract: A modified form of Galerkin's method is formally applied to an equation involving a stochastic bounded linear operator. The result, in general, is a sequence of stochastic linear algebraic equations. In the case of a statistically homogeneous operator, however, it is possible to obtain a sequence of deterministic linear algebraic equations. The formalism is applied to determining the electric field in a dielectric with a statistically homogeneous random permittivity.

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