Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
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Publication:4652349
DOI10.1137/S1064827503427741zbMath1072.60042OpenAlexW2055081012MaRDI QIDQ4652349
Roger G. Ghanem, Omar M. Knio, Habib N. Najm, Philippe Pébay, Bert J. Debusschere, Olivier P. Le Maître
Publication date: 25 February 2005
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1064827503427741
Probabilistic models, generic numerical methods in probability and statistics (65C20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Stochastic processes (60G99) Generation, random and stochastic difference and differential equations (37H10)
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