On the convergence of generalized polynomial chaos expansions
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Publication:2846157
DOI10.1051/m2an/2011045zbMath1273.65012MaRDI QIDQ2846157
Antje Mugler, H.-J. Starkloff, Oliver G. Ernst, Elisabeth Ullmann
Publication date: 5 September 2013
Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/m2an/2011045
moment problem; numerical examples; Wiener integral; spectral elements; polynomial chaos; stochastic Galerkin method; generalized polynomial chaos; Wiener-Hermite expansion; determinate measure; equations with random data
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65N12: Stability and convergence of numerical methods for boundary value problems involving PDEs
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
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