A posteriori error analysis of stochastic differential equations using polynomial chaos expansions

SIAM Journal on Scientific Computing

Volumn 33, Issue 3, 2011, Pages 1267-1291

  Butler, T ^a   Dawson, C ^a   Wildey, T ^b  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b SANDIA NATIONAL LABORATORIES   (United States)

Author keywords

A posteriori error analysis; Adjoint problem; Polynomial chaos; Stochastic spectral methods

Indexed keywords

DIFFERENTIAL EQUATIONS; ERROR ANALYSIS; GALERKIN METHODS; NONLINEAR EQUATIONS; NUMERICAL METHODS; PARAMETER ESTIMATION; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

A POSTERIORI ERROR ANALYSE; ADJOINT PROBLEMS; ERROR ESTIMATES; POLYNOMIAL CHAOS; POSTERIORI ERROR ANALYSIS; RANDOM MODEL; SPECTRAL METHODS; STOCHASTIC DIFFERENTIAL EQUATIONS; STOCHASTIC SPECTRAL METHOD; STOCHASTICS;

POLYNOMIALS;

EID: 79960401749     PISSN: 10648275     EISSN: None     Source Type: Journal    
DOI: 10.1137/100795760     Document Type: Article

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