Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures

DOI10.1137/050627630zbMath1128.65009OpenAlexW1978744409MaRDI QIDQ3440195

Xiaoliang Wan, George Em. Karniadakis

Publication date: 22 May 2007

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050627630

zbMATH Keywords

numerical resultsWiener chaosGalerkin projectionKraichnan-Orszag problemstochastic discontinuitydifferential equation with random inputheat transfer in grooved channelstochastic elliptic problems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) 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)

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