Hybrid Sampling/Spectral Method for Solving Stochastic Coupled Problems

DOI10.1137/120894403zbMath1290.60063OpenAlexW2007247684MaRDI QIDQ5397870

Roger G. Ghanem, Christian Soize, M. Arnst

Publication date: 25 February 2014

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/120894403

zbMATH Keywords

Monte Carlohybrid methodpolynomial chaoscoupled problemsmultiphysics

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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