A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus
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Publication:3069226
DOI10.1073/pnas.0902348106zbMath1203.60066OpenAlexW2144164914WikidataQ37321064 ScholiaQ37321064MaRDI QIDQ3069226
Xiaoliang Wan, Boris L. Rosovskii, George Em. Karniadakis
Publication date: 24 January 2011
Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)
Full work available at URL: https://europepmc.org/articles/pmc2732816
Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise ⋮ On unbiased stochastic Navier-Stokes equations ⋮ An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises ⋮ A note on stochastic elliptic models ⋮ Numerical methods for hyperbolic SPDEs: a Wiener chaos approach ⋮ A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises ⋮ Operator differential-algebraic equations with noise arising in fluid dynamics ⋮ A non-adapted sparse approximation of PDEs with stochastic inputs ⋮ Elliptic equations of higher stochastic order ⋮ On generalized Malliavin calculus ⋮ On the Stochastic Navier–Stokes Equation Driven by Stationary White Noise ⋮ The asymptotic error of chaos expansion approximations for stochastic differential equations ⋮ Unnamed Item
Cites Work
- The spaces of trial and generalized functions of infinite number of variables
- Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise
- Finite elements for elliptic problems with stochastic coefficients
- The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
- Solving wick-stochastic boundary value problems using a finite element method
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Stochastic integral
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