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Publication:3538690
zbMath1164.65302MaRDI QIDQ3538690
Publication date: 24 November 2008
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
algorithmnumerical examplescollocation methodserror boundrandom differential equationsuncertainty quantificationpseudo-spectral methodsstochastic inputsorthogonal polynomial expansion
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) 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) Error bounds for numerical methods for ordinary differential equations (65L70)
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