A dynamical polynomial chaos approach for long-time evolution of SPDEs
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Publication:1693454
DOI10.1016/j.jcp.2017.04.054zbMath1380.65313arXiv1605.04604OpenAlexW2962800179MaRDI QIDQ1693454
Hasan Çağan Özen, Guillaume Bal
Publication date: 31 January 2018
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.04604
stochastic partial differential equationspolynomial chaosKarhunen-Loeve expansionlong time integration
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)
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