Efficient uncertainty quantification with the polynomial chaos method for stiff systems

DOI10.1016/j.matcom.2009.05.002zbMath1169.65005OpenAlexW2155903882MaRDI QIDQ2271597

Adrian Sandu, Haiyan Cheng

Publication date: 7 August 2009

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: http://eprints.cs.vt.edu/archive/00000978/

zbMATH Keywords

Galerkin methodnumerical resultsstiff systemsleast-squaresuncertainty quantificationpolynomial chaosstochastic collocationleast-squares collocationlow-discrepancy data setssmolyak algorithm

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Numerical chaos (65P20) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

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Uses Software

• RODAS
• KPP

Cites Work

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