Stochastic polynomial chaos expansion method for random Darcy equation

DOI10.1515/mcma-2017-0109zbMath1364.65007OpenAlexW2620942253MaRDI QIDQ2628128

K. K. Sabel'fel'd, Irina A. Shalimova

Publication date: 12 June 2017

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma-2017-0109

zbMATH Keywords

Darcy equationpolynomial chaosKarhunen-Loève expansionMonte Carlo direct simulationprobabilistic collocation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Applications to the sciences (65Z05)

Cites Work

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• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• High-Order Collocation Methods for Differential Equations with Random Inputs
• Randomized algorithms for generalized Hermitian eigenvalue problems with application to computing Karhunen–Loève expansion

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