Multi-resolution analysis of Wiener-type uncertainty propagation schemes

DOI10.1016/J.JCP.2003.12.020zbMath1056.65006OpenAlexW2061604462MaRDI QIDQ598158

Roger G. Ghanem, Habib N. Najm, Omar M. Knio, 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.2003.12.020

zbMATH Keywords

convergenceGalerkin methodnumerical examplesMonte Carlo methodLorenz systemadaptive refinementPolynomial chaosUncertainty quantificationAdaptive schemeMulti-resolution analysisMulti-wavelets

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for wavelets (65T60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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