A convergence study for SPDEs using combined polynomial chaos and dynamically-orthogonal schemes

DOI10.1016/J.JCP.2013.02.047zbMath1349.65509OpenAlexW2060235470MaRDI QIDQ347728

Themistoklis P. Sapsis, Min-Seok Choi, George Em. Karniadakis

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2013.02.047

zbMATH Keywords

stochastic partial differential equationsuncertainty quantificationhigh dimensionsstochastic collocationlow-dimensionality

Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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