A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms
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Publication:401608
DOI10.1016/J.JCP.2013.02.033zbMATH Open1297.65008OpenAlexW2119334003MaRDI QIDQ401608FDOQ401608
Authors: Mulin Cheng, Zhiwen Zhang, Thomas Y. Hou 
Publication date: 27 August 2014
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2013.02.033
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stochastic partial differential equationsuncertainty quantificationerror analysisnumerical experimentKarhunen-Loeve expansionbi-orthogonalityreduced-order model
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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)
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