Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations

DOI10.1016/j.cam.2013.10.046zbMath1301.65090OpenAlexW2059198297MaRDI QIDQ2252372

Roland Pulch

Publication date: 17 July 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2013.10.046

zbMATH Keywords

differential algebraic equationsindexuncertainty quantificationpolynomial chaosstochastic Galerkin methodstochastic collocation method

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Numerical methods for differential-algebraic equations (65L80)

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Uses Software

• RODAS

Cites Work

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