Uncertainty propagation using Wiener-Haar expansions

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Publication:598122

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DOI10.1016/j.jcp.2003.11.033zbMath1052.65114OpenAlexW2004814202MaRDI QIDQ598122

Roger G. Ghanem, Omar M. Knio, Habib N. Najm, Olivier P. Le Maître

Publication date: 6 August 2004

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2003.11.033

zbMATH Keywords

convergence Galerkin method numerical examples dynamical system Wavelets Stochastic process Polynomial Chaos Rayleigh-Bénard instability Uncertainty quantification Wiener-Legendre decomposition

Mathematics Subject Classification ID

Numerical methods for wavelets (65T60) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Numerical chaos (65P20) Stability theory for smooth dynamical systems (37C75) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Numerical nonlinear stabilities in dynamical systems (65P40)

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