A Stochastic Galerkin Method for Hamilton--Jacobi Equations with Uncertainty
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Publication:2947054
DOI10.1137/140990930zbMath1330.65179OpenAlexW1478538345MaRDI QIDQ2947054
Jingwei Hu, Dongbin Xiu, Shih Jin
Publication date: 21 September 2015
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/3920a34f3c66940e773cd2c4fed385360cb45871
Hamilton-Jacobi equationsrelaxation schemesuncertainty quantificationgeneralized polynomial chaosrandom input
Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) PDEs with randomness, stochastic partial differential equations (35R60) Hamilton-Jacobi equations (35F21)
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