Stochastic galerkin and collocation methods for quantifying uncertainty in differential equations: a review
From MaRDI portal
Publication:2976076
DOI10.21914/anziamj.v50i0.1410zbMath1359.65134OpenAlexW1522548028MaRDI QIDQ2976076
John D. Jakeman, Stephen G. Roberts
Publication date: 12 April 2017
Published in: ANZIAM Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.21914/anziamj.v50i0.1410
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)
Related Items (5)
A domain decomposition method of stochastic PDEs: an iterative solution techniques using a two-level scalable preconditioner ⋮ A polynomial chaos approach to the robust analysis of the dynamic behaviour of friction systems ⋮ A bi-fidelity stochastic collocation method for transport equations with diffusive scaling and multi-dimensional random inputs ⋮ Multi-fidelity stochastic collocation method for computation of statistical moments ⋮ A bi-fidelity method for the multiscale Boltzmann equation with random parameters
This page was built for publication: Stochastic galerkin and collocation methods for quantifying uncertainty in differential equations: a review
