A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms (Q401608)
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English | A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms |
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A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms (English)
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27 August 2014
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stochastic partial differential equations
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Karhunen-Loeve expansion
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uncertainty quantification
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bi-orthogonality
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reduced-order model
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error analysis
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numerical experiment
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