A dynamical polynomial chaos approach for long-time evolution of SPDEs

DOI10.1016/j.jcp.2017.04.054zbMath1380.65313arXiv1605.04604OpenAlexW2962800179MaRDI QIDQ1693454

Hasan Çağan Özen, Guillaume Bal

Publication date: 31 January 2018

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

Full work available at URL: https://arxiv.org/abs/1605.04604

zbMATH Keywords

stochastic partial differential equationspolynomial chaosKarhunen-Loeve expansionlong time integration

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Related Items (5)

Long duration response evaluation of linear structural system with random system properties using time dependent polynomial chaos ⋮ A stochastic Galerkin method with adaptive time-stepping for the Navier-Stokes equations ⋮ Stochastic optimal control for autonomous driving applications via polynomial chaos expansions ⋮ Stochastic dynamical low-rank approximation method ⋮ Error Estimation of Polynomial Chaos Approximations in Transient Structural Dynamics

Uses Software

• ARPACK
• OPQ

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