Polynomial Chaos Expansions for Stiff Random ODEs

DOI10.1137/21M1432545zbMath1492.65017OpenAlexW4225329097MaRDI QIDQ5075691

Wenjie Shi, Daniel M. Tartakovsky

Publication date: 11 May 2022

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/21m1432545

zbMATH Keywords

stiff equationsrandom ODEgPCparallel mono-implicit Runge-Kutta

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for stiff equations (65L04)

Related Items (1)

Gaussian active learning on multi-resolution arbitrary polynomial chaos emulator: concept for bias correction, assessment of surrogate reliability and its application to the carbon dioxide benchmark

Uses Software

• RODAS

Cites Work

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