Uncertainty propagation using Wiener-Haar expansions

DOI10.1016/J.JCP.2003.11.033zbMath1052.65114OpenAlexW2004814202MaRDI QIDQ598122

Roger G. Ghanem, Omar M. Knio, Habib N. Najm, Olivier P. Le Maître

Publication date: 6 August 2004

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2003.11.033

zbMATH Keywords

convergenceGalerkin methodnumerical examplesdynamical systemWaveletsStochastic processPolynomial ChaosRayleigh-Bénard instabilityUncertainty quantificationWiener-Legendre decomposition

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Numerical chaos (65P20) Stability theory for smooth dynamical systems (37C75) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Numerical nonlinear stabilities in dynamical systems (65P40)

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