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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