Dynamical Polynomial Chaos Expansions and Long Time Evolution of Differential Equations with Random Forcing (Q5741194): Difference between revisions

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scientific article; zbMATH DE number 6605414

Language	Label	Description	Also known as
English	Dynamical Polynomial Chaos Expansions and Long Time Evolution of Differential Equations with Random Forcing	scientific article; zbMATH DE number 6605414

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instance of

scholarly article

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title

Dynamical Polynomial Chaos Expansions and Long Time Evolution of Differential Equations with Random Forcing (English)

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SIAM/ASA Journal on Uncertainty Quantification

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publication date

22 July 2016

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full work available at URL

https://arxiv.org/abs/1505.00047

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zbMATH Keywords

polynomial chaos expansions

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uncertainty quantification

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stochastic differential equations

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Markov processes

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describes a project that uses

OPQ

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MaRDI profile type

MaRDI publication profile

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cites work

Q5508534

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Measure transformation and efficient quadrature in reduced-dimensional stochastic modeling of coupled problems

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Reduced chaos expansions with random coefficientsin reduced-dimensional stochastic modeling of coupled problems

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Density questions in the classical theory of moments

0 references

Fundamental limitations of polynomial chaos for uncertainty quantification in systems with intermittent instabilities

0 references

The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals

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Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes

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On the convergence of generalized polynomial chaos expansions

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Polynomial diffusions and applications in finance

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A class of orthogonal polynomials

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Q4086524

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Q4820343

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Time-dependent generalized polynomial chaos

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Test models for improving filtering with model errors through stochastic parameter estimation

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Q3997987

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Q4917542

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A HYBRID GENERALIZED POLYNOMIAL CHAOS METHOD FOR STOCHASTIC DYNAMICAL SYSTEMS

0 references

Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics

0 references

Q4004325

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Spectral Methods for Uncertainty Quantification

0 references

Uncertainty propagation using Wiener-Haar expansions

0 references

Stochastic Navier--Stokes Equations for Turbulent Flows

0 references

Stochastic differential equations. An introduction with applications.

0 references

On the relation between the multidimensional moment problem and the one-dimensional moment problem.

0 references

A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations

0 references

Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure

0 references

Q4438223

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Long-term behavior of polynomial chaos in stochastic flow simulations

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Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures

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Q3583848

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High-Order Collocation Methods for Differential Equations with Random Inputs

0 references

The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

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Q4341409

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Identifiers

zbMATH Open document ID

1346.60108

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DOI

10.1137/15M1019167

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5741194

@@ Property / arXiv ID @@
+.00047
@@ Property / arXiv ID: 1505.00047 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5508534
@@ Property / cites work: Q5508534 / rank @@
+Normal rank
@@ Property / cites work @@
+Measure transformation and efficient quadrature in reduced-dimensional stochastic modeling of coupled problems
+Normal rank
@@ Property / cites work @@
+Reduced chaos expansions with random coefficientsin reduced-dimensional stochastic modeling of coupled problems
+Normal rank
@@ Property / cites work @@
+Density questions in the classical theory of moments
+Normal rank
@@ Property / cites work @@
+Fundamental limitations of polynomial chaos for uncertainty quantification in systems with intermittent instabilities
+Normal rank
@@ Property / cites work @@
+The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
+Normal rank
@@ Property / cites work @@
+Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
+Normal rank
@@ Property / cites work @@
+On the convergence of generalized polynomial chaos expansions
+Normal rank
@@ Property / cites work @@
+Polynomial diffusions and applications in finance
@@ Property / cites work: Polynomial diffusions and applications in finance / rank @@
+Normal rank
@@ Property / cites work @@
+A class of orthogonal polynomials
@@ Property / cites work: A class of orthogonal polynomials / rank @@
+Normal rank
@@ Property / cites work @@
+Q4086524
@@ Property / cites work: Q4086524 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4820343
@@ Property / cites work: Q4820343 / rank @@
+Normal rank
@@ Property / cites work @@
+Time-dependent generalized polynomial chaos
@@ Property / cites work: Time-dependent generalized polynomial chaos / rank @@
+Normal rank
@@ Property / cites work @@
+Test models for improving filtering with model errors through stochastic parameter estimation
+Normal rank
@@ Property / cites work @@
+Q3997987
@@ Property / cites work: Q3997987 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4917542
@@ Property / cites work: Q4917542 / rank @@
+Normal rank
@@ Property / cites work @@
+A HYBRID GENERALIZED POLYNOMIAL CHAOS METHOD FOR STOCHASTIC DYNAMICAL SYSTEMS
+Normal rank
@@ Property / cites work @@
+Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral Methods for Uncertainty Quantification
@@ Property / cites work: Spectral Methods for Uncertainty Quantification / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertainty propagation using Wiener-Haar expansions
+Normal rank
@@ Property / cites work @@
+Stochastic Navier--Stokes Equations for Turbulent Flows
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+On the relation between the multidimensional moment problem and the one-dimensional moment problem.
+Normal rank
@@ Property / cites work @@
+A Perturbation Theory for Ergodic Markov Chains and Application to Numerical Approximations
+Normal rank
@@ Property / cites work @@
+Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure
+Normal rank
@@ Property / cites work @@
+Q4438223
@@ Property / cites work: Q4438223 / rank @@
+Normal rank
@@ Property / cites work @@
+Long-term behavior of polynomial chaos in stochastic flow simulations
+Normal rank
@@ Property / cites work @@
+Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
+Normal rank
@@ Property / cites work @@
+Q3583848
@@ Property / cites work: Q3583848 / rank @@
+Normal rank
@@ Property / cites work @@
+High-Order Collocation Methods for Differential Equations with Random Inputs
+Normal rank
@@ Property / cites work @@
+The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4341409
@@ Property / cites work: Q4341409 / rank @@
+Normal rank