Adaptive Generalized Polynomial Chaos for Nonlinear Random Oscillators

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Publication:4652350


DOI10.1137/S1064827503427984zbMath1075.65008MaRDI QIDQ4652350

Didier Lucor, George Em. Karniadakis

Publication date: 25 February 2005

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1064827503427984


60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

37H10: Generation, random and stochastic difference and differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

65P20: Numerical chaos


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