Wiener Chaos Versus Stochastic Collocation Methods for Linear Advection-Diffusion-Reaction Equations with Multiplicative White Noise (Q2946202)

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Wiener Chaos Versus Stochastic Collocation Methods for Linear Advection-Diffusion-Reaction Equations with Multiplicative White Noise
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    Wiener Chaos Versus Stochastic Collocation Methods for Linear Advection-Diffusion-Reaction Equations with Multiplicative White Noise (English)
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    16 September 2015
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    advection-diffusion-reaction equations
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    multiplicative white noise
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    Wong-Zakai approximation
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    Wiener chaos
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    spectral expansion
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    multistage stochastic collocation method
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    weak convergence
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