Uncertainty propagation using Wiener-Haar expansions

Journal of Computational Physics

Volumn 197, Issue 1, 2004, Pages 28-57

  Le Matre O P ^a   Knio, O M ^c   Najm, H N ^b   Ghanem, R G ^c  

^a UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

^b SANDIA NATIONAL LABORATORIES   (United States)

^c Johns Hopkins University   (United States)

Author keywords

Polynomial Chaos; Stochastic process; Uncertainty quantification; Wavelets

Indexed keywords

DYNAMICAL SYSTEMS; STOCHASTIC SYSTEMS; UNCERTAINTY ANALYSIS;

GENERALIZED POLYNOMIALS; LEGENDRE; LEGENDRE BASIS; ORTHOGONAL PROJECTION; POLYNOMIAL CHAOS; POLYNOMIAL CHAOS REPRESENTATION; UNCERTAIN DATAS; UNCERTAINTY PROPAGATION; UNCERTAINTY QUANTIFICATIONS; WAVELET;

RANDOM PROCESSES;

EID: 2942555049     PISSN: 00219991     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jcp.2003.11.033     Document Type: Article

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