Multi-resolution analysis of Wiener-type uncertainty propagation schemes
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Publication:598158
DOI10.1016/J.JCP.2003.12.020zbMATH Open1056.65006OpenAlexW2061604462MaRDI QIDQ598158FDOQ598158
Authors: O. Le Maître, Habib N. Najm, R. G. Ghanem, Omar M. Knio 
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.2003.12.020
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convergencenumerical examplesGalerkin methodMonte Carlo methodadaptive refinementLorenz systemAdaptive schemeMulti-resolution analysisMulti-waveletsPolynomial chaosUncertainty quantification
Monte Carlo methods (65C05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical methods for wavelets (65T60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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