An adaptive multi-element generalized polynomial chaos method for stochastic differential equations

Journal of Computational Physics

Volumn 209, Issue 2, 2005, Pages 617-642

  Wan, Xiaoliang ^a   Karniadakis, George Em ^a  

^a BROWN UNIVERSITY   (United States)

Author keywords

Discontinuities; Polynomial chaos; Uncertainty

Indexed keywords

DIFFERENTIAL EQUATIONS; POLYNOMIALS;

CHAOS METHOD; DISCONTINUITY; GENERALIZED POLYNOMIALS; LEGENDRE; LONG-TERM INTEGRATION; MULTIELEMENTS; POLYNOMIAL CHAOS; RANDOM INPUT; STOCHASTIC DIFFERENTIAL EQUATIONS; UNCERTAINTY;

STOCHASTIC SYSTEMS;

EID: 21444449245     PISSN: 00219991     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jcp.2005.03.023     Document Type: Article

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