Stochastic Galerkin techniques for random ordinary differential equations (Q1938428): Difference between revisions

The stochastic Galerkin method is introduced for solving systems of random ordinary differential equations. The idea is to develop a generalized Wiener expansion of the solution and coefficients in the truncated expansion solved by a weak Galerkin approach. The convergence is studied along with the behaviour of certain classes of Runge-Kutta methods applied to random ordinary differential equations. Some simple numerical tests are performed.