Beyond Wiener-Askey expansions: handling arbitrary PDFs

DOI10.1007/s10915-005-9038-8zbMath1102.65006OpenAlexW1987326306MaRDI QIDQ2502075

Xiaoliang Wan, George Em. Karniadakis

Publication date: 12 September 2006

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-005-9038-8

zbMATH Keywords

stochastic differential equation numerical examples Uncertainty polynomial chaos

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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