On the convergence of generalized polynomial chaos expansions
Publication:2846157
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
moment problemnumerical examplesWiener integralspectral elementspolynomial chaosstochastic Galerkin methodgeneralized polynomial chaosWiener-Hermite expansiondeterminate measureequations with random data
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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