Time-dependent generalized polynomial chaos

DOI10.1016/J.JCP.2010.07.020MaRDI QIDQ602932zbMATH OpenOpenAlexFDO

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

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

convergenceKraichnan-Orszag problemMonte-Carlo simulationnumerical examplespolynomial chaosstochastic differential equationstime dependence

Mathematics Subject Classification ID

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

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