A PRIORI ERROR ANALYSIS OF STOCHASTIC GALERKIN PROJECTION SCHEMES FOR RANDOMLY PARAMETRIZED ORDINARY DIFFERENTIAL EQUATIONS

DOI10.1615/INT.J.UNCERTAINTYQUANTIFICATION.2016015843zbMath1498.65015MaRDI QIDQ5052279

Prasanth B. Nair, Christophe Audouze

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random operators and equations (aspects of stochastic analysis) (60H25) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic particle methods (65C35)

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