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

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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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