On the convergence of generalized polynomial chaos expansions

DOI10.1051/m2an/2011045zbMath1273.65012OpenAlexW2150062983MaRDI QIDQ2846157

Antje Mugler, H.-J. Starkloff, Oliver G. Ernst, Elisabeth Ullmann

Publication date: 5 September 2013

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/m2an/2011045

zbMATH Keywords

moment problemnumerical examplesWiener integralspectral elementspolynomial chaosstochastic Galerkin methodgeneralized polynomial chaosWiener-Hermite expansiondeterminate measureequations with random data

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) 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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