A stochastic modeling methodology based on weighted Wiener chaos and Malliavin calculus

DOI10.1073/pnas.0902348106zbMath1203.60066OpenAlexW2144164914WikidataQ37321064 ScholiaQ37321064MaRDI QIDQ3069226

Xiaoliang Wan, Boris L. Rosovskii, George Em. Karniadakis

Publication date: 24 January 2011

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://europepmc.org/articles/pmc2732816

zbMATH Keywords

uncertainty quantificationSPDEsstochastic elliptic problem

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites Work

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