Stochastic Galerkin techniques for random ordinary differential equations (Q1938428): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Galerkin techniques for random ordinary differential equations |
scientific article |
Statements
Stochastic Galerkin techniques for random ordinary differential equations (English)
0 references
4 February 2013
0 references
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.
0 references
random ordinary differential equations
0 references
stochastic Galerkin method
0 references
convergence
0 references
numerical examples
0 references
generalized Wiener expansion
0 references
Runge-Kutta method
0 references
