The Wiener-Askey polynomial chaos for stochastic differential equations

SIAM Journal on Scientific Computing

Volumn 24, Issue 2, 2003, Pages 619-644

  Xiu, Dongbin ^a   Em Karniadakis, George ^a  

^a BROWN UNIVERSITY   (United States)

Author keywords

Askey scheme; Galerkin projection; Orthogonal polynomials; Polynomial chaos; Spectral methods; Stochastic differential equations

Indexed keywords

DIFFERENTIAL EQUATIONS; MATHEMATICAL MODELS; POLYNOMIALS; RANDOM PROCESSES;

POLYNOMIAL CHAOS;

CHAOS THEORY;

EID: 0037249229     PISSN: 10648275     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1064827501387826     Document Type: Article

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