On the equivalence of dynamically orthogonal and bi-orthogonal methods: theory and numerical simulations

DOI10.1016/j.jcp.2014.03.050zbMath1349.65535OpenAlexW2030308624MaRDI QIDQ349143

Themistoklis P. Sapsis, George Em. Karniadakis, Min-Seok Choi

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/103865

zbMATH Keywords

stochastic partial differential equationsuncertainty quantificationhigh dimensionsstochastic collocationlow-dimensionalitybi-orthogonalitydynamical orthogonality

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

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