An adaptive multi-element generalized polynomial chaos method for stochastic differential equations (Q2485386)
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scientific article; zbMATH DE number 2191916
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| English | An adaptive multi-element generalized polynomial chaos method for stochastic differential equations |
scientific article; zbMATH DE number 2191916 |
Statements
An adaptive multi-element generalized polynomial chaos method for stochastic differential equations (English)
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4 August 2005
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Uncertainty
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Polynomial chaos
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Discontinuities
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multi-element generalized polynomial chaos method
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stochastic differential equations
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numerical results
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Kraichnan-Orszag system
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stochastic advection-diffusion partial differential equation
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0.9204676151275636
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0.8937248587608337
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0.8603875041007996
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0.8115005493164062
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0.8040388226509094
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