further doc improvements

Author: chmerdon

docs/make.jl

@@ -23,8 +23,6 @@ makedocs(
         "Solvers" => [
             "sgfevector.md",
             "modelproblems.md",
-        ]
-        "Adaptivity" => [
             "estimators.md",
         ]
         "Plotting" => [

src/coefficients/coefficients.jl

@@ -3,13 +3,13 @@ $(TYPEDEF)
 
 A stochastic coefficient is assumed to have the Karhunen-Loeve expansion form
 
-    a(x,y) = a_0(x) + ∑_m y_m a_m(x)
+    ``a(x,y) = a_0(x) + ∑_m y_m a_m(x)``
 
-with (centered independent) random variables `y_m` and
-basis functions `a_m(x)` that need to be specified (together with their gradients)
-and expectation value `a_0`
+with (centered independent) random variables ``y_m`` and
+basis functions ``a_m(x)`` that need to be specified (together with their gradients)
+and expectation value ``a_0``
 (in general they steam from a spectral analysis of the covariance operator
-of a).
+of ``a``).
 
 
 """

src/modelproblems/logpoisson_dual.jl

@@ -1,7 +1,7 @@
 """
 $(TYPEDEF)
 
-Dual log-transformed formulation of the Poisson problem with exponential stochastic coefficient.
+Dual log-transformed formulation of the Poisson problem with exponential stochastic coefficient (WIP).
 """
 abstract type LogTransformedPoissonProblemDual <: AbstractModelProblem end
 

src/modelproblems/logpoisson_primal.jl

@@ -1,7 +1,14 @@
 """
 $(TYPEDEF)
 
-Log-transformed formulation of the Poisson problem with exponential stochastic coefficient.
+Poisson problem with exponential stochastic coefficient ``e^a`` that seeks ``u`` such that
+
+``-\\mathrm{div}(e^a(y,x) \\nabla u(y,x)) = f(x) \\quad \\text{for } (y,x) \\in \\Gamma \\times D``
+
+The stochastic Galerkin FEM solves the equivalent transformed problem
+
+``-\\mathrm{div}(\\nabla u(y,x)) - \\nabla a(y,x) \\cdot \\nabla u(y,x) = e^{-a(y,x)} f(x) \\quad \\text{for } (y,x) \\in \\Gamma \\times D``
+
 """
 abstract type LogTransformedPoissonProblemPrimal <: AbstractModelProblem end
 

src/modelproblems/poisson_primal.jl

@@ -1,7 +1,10 @@
 """
 $(TYPEDEF)
 
-Poisson problem with linear stochastic coefficient.
+Poisson problem with linear stochastic coefficient ``a`` that seeks ``u`` such that
+
+``-\\mathrm{div}(a(y,x) \\nabla u(y,x)) = f(x) \\quad \\text{for } (y,x) \\in \\Gamma \\times D``
+
 """
 abstract type PoissonProblemPrimal <: AbstractModelProblem end