Generalized spectral decomposition for stochastic nonlinear problems

DOI10.1016/j.jcp.2008.09.010zbMath1157.65009OpenAlexW2092189481MaRDI QIDQ1000219

Anthony Nouy, Olivier P. Le Maître

Publication date: 5 February 2009

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2008.09.010

zbMATH Keywords

algorithmsconvergenceeigenproblemerror estimatesnumerical examplesviscous Burgers equationuncertainty quantificationnonlinear problemgeneralized spectral decompositionnonlinear diffusion problemstochastic spectral decompositions

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Nonlinear boundary value problems for linear elliptic equations (35J65) KdV equations (Korteweg-de Vries equations) (35Q53) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Uses Software

• minpack

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