Local Polynomial Chaos Expansion for Linear Differential Equations with High Dimensional Random Inputs

DOI10.1137/140970100zbMath1330.65189OpenAlexW2086018594MaRDI QIDQ3454825

Yi Chen, Dongbin Xiu, Claude Jeffrey Gittelson, John D. Jakeman

Publication date: 27 November 2015

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

Full work available at URL: https://doi.org/10.1137/140970100

zbMATH Keywords

stochastic differential equation domain decomposition uncertainty quantification generalized polynomial chaos

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) PDEs with randomness, stochastic partial differential equations (35R60) Approximation by polynomials (41A10)

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