A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms (Q401608)

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A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms
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    A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms (English)
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    27 August 2014
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    stochastic partial differential equations
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    Karhunen-Loeve expansion
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    uncertainty quantification
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    bi-orthogonality
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    reduced-order model
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    error analysis
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    numerical experiment
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