Uncertainty Quantification for Systems with Random Initial Conditions Using Wiener–Hermite Expansions

DOI10.1111/J.0022-2526.2005.01543.XMaRDI QIDQ3528446zbMATH OpenOpenAlexFDO

Authors Meelan M. Choudhari, R. Rubinstein

Publication date 16 October 2008

Published in Studies in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.0022-2526.2005.01543.x

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inference from stochastic processes and prediction (62M20) Nonlinear effects in hydrodynamic stability (76E30) Stochastic analysis applied to problems in fluid mechanics (76M35) Statistical turbulence modeling (76F55)

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Cites work

• scientific article; zbMATH DE number 49187 (Why is no real title available?)
• scientific article; zbMATH DE number 3195732 (Why is no real title available?)
• scientific article; zbMATH DE number 3031382 (Why is no real title available?)
• Burgers’ model with a renormalized Wiener–Hermite representation
• Direct-Interaction Approximation for a System of Several Interacting Simple Shear Waves
• Dynamical Properties of Truncated Wiener-Hermite Expansions
• H theorems in statistical fluid dynamics
• Ingredients for a general purpose stochastic finite elements implementation
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Time-Dependent Wiener-Hermite Base for Turbulence
• Turbulence Theory with a Time-Varying Wiener-Hermite Basis

Cited in

(6)

• The Homotopy Wiener-Hermite Expansion and Perturbation Technique (WHEP)
• Uncertainty propagation using Wiener-Haar expansions
• Higher period stochastic bifurcation of nonlinear airfoil fluid-structure interaction
• Stochastic finite element methods for partial differential equations with random input data
• Approximate solution of a mixed nonlinear stochastic oscillator
• Characterizing impacts of model uncertainties in quantitative photoacoustics

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