Polynomial chaos for the approximation of uncertainties: Chances and limits

DOI10.1017/S0956792508007328zbMath1148.65004MaRDI QIDQ3503195

Utz Wever, Meinhard Paffrath, Florian Augustin, Albert Gilg, Peter Rentrop

Publication date: 22 May 2008

Published in: European Journal of Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

Monte Carlostochastic differential equationsstochastic finite element methodsfailure probabilitiesWiener's polynomial chaos method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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