Poly-Sinc solution of stochastic elliptic differential equations (Q2028544)

This article discusses a numerical approach to stochastic partial differential equations of elliptic type using polynomial chaos along side with polynomial approximation at Sinc points. The authors combine a stochastic Galerkin method with polynomial chaos, which yields a system of deterministic partial differential equations to be solved by using a small number of collocation points in space. Two applications using Legendre polynomials for stochastic variables are dicussed.