Efficient uncertainty quantification with the polynomial chaos method for stiff systems
DOI10.1016/j.matcom.2009.05.002zbMath1169.65005OpenAlexW2155903882MaRDI QIDQ2271597
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/
Galerkin methodnumerical resultsstiff systemsleast-squaresuncertainty quantificationpolynomial chaosstochastic collocationleast-squares collocationlow-discrepancy data setssmolyak algorithm
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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