A Posteriori Error Analysis of Stochastic Differential Equations Using Polynomial Chaos Expansions (Q3103514)
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English | A Posteriori Error Analysis of Stochastic Differential Equations Using Polynomial Chaos Expansions |
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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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