Wiener Calculus for Differential Equations with Uncertainties

DOI10.1007/978-3-642-25100-9_32zbMath1248.65005MaRDI QIDQ2905439

Utz Wever, Florian Augustin, Peter Rentrop

Publication date: 27 August 2012

Published in: Mathematics in Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-25100-9_32

zbMATH Keywords

numerical examples; Monte Carlo simulations; van der Pol equation; polynomial chaos; Wiener calculus

Mathematics Subject Classification ID

65C05: Monte Carlo methods

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

65C30: Numerical solutions to stochastic differential and integral equations

65P10: Numerical methods for Hamiltonian systems including symplectic integrators

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