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