An accuracy comparison of polynomial chaos type methods for the propagation of uncertainties
Monte Carlodelay differential equationspolynomial chaos expansionstochastic collocationrandom ordinary differential equationsKalman filter equationnonlinear time-dependent modelspropagation of uncertanties
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) PDEs with randomness, stochastic partial differential equations (35R60) 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)
- Performance evaluation of generalized polynomial chaos
- Polynomial chaos for the approximation of uncertainties: Chances and limits
- Wiener calculus for differential equations with uncertainties
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- scientific article; zbMATH DE number 940566 (Why is no real title available?)
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- Solving Ordinary Differential Equations I
- Spectral Methods for Uncertainty Quantification
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- A new network approach to Bayesian inference in partial differential equations
- Wiener calculus for differential equations with uncertainties
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