Stochastic systems. Uncertainty quantification and propagation

DOI10.1007/978-1-4471-2327-9zbMath1247.60002OpenAlexW4235676302MaRDI QIDQ660356

Mircea D. Grigoriu

Publication date: 1 February 2012

Published in: Springer Series in Reliability Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4471-2327-9

zbMATH Keywords

modellingstochastic differential equationsstochastic partial differential equationsMarkov processesstochastic systemsstochastic Galerkin methodstochastic reduced order method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Other physical applications of random processes (60K40) Diffusion processes (60J60) Numerical solutions to stochastic differential and integral equations (65C30) Modeling and interdisciplinarity (aspects of mathematics education) (97M10) Distributions and stochastic processes (educational aspects) (97K60)

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