A splitting/polynomial chaos expansion approach for stochastic evolution equations

DOI10.1007/s00028-020-00627-5zbMath1470.60201arXiv1903.10786OpenAlexW3095140647MaRDI QIDQ2044634

Tijana Levajković, Andreas Kofler, Alexander Ostermann, Hermann Mena

Publication date: 10 August 2021

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.10786

zbMATH Keywords

analytic semigroupssplitting methodspolynomial chaos expansionFourier-Legendre polynomialsresolvent splittingWiener-Legendre expansion

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to equations with linear operators (65J10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (2)

A Multilevel Stochastic Collocation Method for Schrödinger Equations with a Random Potential ⋮ Fourier-splitting method for solving hyperbolic LQR problems

Uses Software

• Matlab

Cites Work

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