Numerical challenges in the use of polynomial chaos representations for stochastic processes

SIAM Journal on Scientific Computing

Volumn 26, Issue 2, 2005, Pages 698-719

  Debusschere, Bert J ^a   Najm, Habib N ^a   Pébayt, Philippe P ^a   Knio, Omar M ^b   Ghanem, Roger G ^b   Le Maître, Olivier P ^c  

^a SANDIA NATIONAL LABORATORIES   (United States)

^b JOHNS HOPKINS UNIVERSITY   (United States)

^c UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

Author keywords

Polynomial chaos; Spectral uncertainty quantification; Stochastic

Indexed keywords

CHAOS THEORY; COMPUTER SIMULATION; FUNCTIONS; INTEGRATION; RANDOM PROCESSES; UNCERTAIN SYSTEMS;

NUMERICAL CHALLENGES; POLYNOMIAL CHAOS; SPECTRAL UNCERTAINTY QUANTIFICATION;

POLYNOMIALS;

EID: 16244382554     PISSN: 10648275     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1064827503427741     Document Type: Article

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