High-order collocation methods for differential equations with random inputs

SIAM Journal on Scientific Computing

Volumn 27, Issue 3, 2006, Pages 1118-1139

  Xiu, Dongbin ^a   Hesthaven, Jan S ^b  

^a PURDUE UNIVERSITY   (United States)

^b BROWN UNIVERSITY   (United States)

Author keywords

Collocation methods; Differential equations; Stochastic inputs; Uncertainty quantification

Indexed keywords

MONTE CARLO METHODS; PROBLEM SOLVING; RANDOM PROCESSES; ROBUSTNESS (CONTROL SYSTEMS);

COLLOCATION METHODS; STOCHASTIC INPUTS; UNCERTAINTY QUANTIFICATION;

DIFFERENTIAL EQUATIONS;

EID: 33646577797     PISSN: 10648275     EISSN: None     Source Type: Journal    
DOI: 10.1137/040615201     Document Type: Article

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