Is It Worthwhile Considering Orthogonality in Generalised Polynomial Chaos Expansions Applied to Solving Stochastic Models?

DOI10.1007/978-981-15-8498-5_12zbMath1491.60072MaRDI QIDQ5860615

L. Villafuerte, Juan-Carlos Cortés, J. Calatayud, M. Jornet

Publication date: 22 November 2021

Published in: Forum for Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-15-8498-5_12

zbMATH Keywords

generalised polynomial chaos

Mathematics Subject Classification ID

34F05: Ordinary differential equations and systems with randomness

60G99: Stochastic processes