Generalized spectral decomposition for stochastic nonlinear problems
DOI10.1016/j.jcp.2008.09.010zbMath1157.65009MaRDI QIDQ1000219
Olivier P. Le Maître, Anthony Nouy
Publication date: 5 February 2009
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2008.09.010
algorithms; convergence; eigenproblem; error estimates; numerical examples; viscous Burgers equation; uncertainty quantification; nonlinear problem; generalized spectral decomposition; nonlinear diffusion problem; stochastic spectral decompositions
65N35: Spectral, collocation and related methods for boundary value problems involving PDEs
35J65: Nonlinear boundary value problems for linear elliptic equations
35Q53: KdV equations (Korteweg-de Vries equations)
65N15: Error bounds for boundary value problems involving PDEs
65N12: Stability and convergence of numerical methods for boundary value problems involving PDEs
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
Uses Software
