Time-dependent generalized polynomial chaos

DOI10.1016/j.jcp.2010.07.020zbMath1201.65216OpenAlexW1989716069MaRDI QIDQ602932

Jan-Bart van der Steen, George Em. Karniadakis, M. I. Gerritsma, Peter E. J. Vos

Publication date: 5 November 2010

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2010.07.020

zbMATH Keywords

convergence numerical examples stochastic differential equations polynomial chaos time dependence Monte-Carlo simulation Kraichnan-Orszag problem

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Numerical solutions to stochastic differential and integral equations (65C30) Numerical chaos (65P20)

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