A posteriori error analysis of stochastic differential equations using polynomial chaos expansions (Q3103514)
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scientific article; zbMATH DE number 5987062
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| English | A posteriori error analysis of stochastic differential equations using polynomial chaos expansions |
scientific article; zbMATH DE number 5987062 |
Statements
A Posteriori Error Analysis of Stochastic Differential Equations Using Polynomial Chaos Expansions (English)
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7 December 2011
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a posteriori error analysis
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adjoint problem
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polynomial chaos
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stochastic spectral methods
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nonlinear stochastic differential equation
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stochastic Galerkin methods
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numerical examples
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0.8380639553070068
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0.813135027885437
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0.7840760350227356
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0.7719491720199585
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0.7718019485473633
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