Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems

DOI10.1016/J.JCP.2020.110044arXiv2012.01496MaRDI QIDQ6355170

Arun Prakash, Guang Lin, Hugo Esquivel

Publication date: 2 December 2020

Stochastic analysis (60Hxx) Numerical methods for partial differential equations, boundary value problems (65Nxx) Probabilistic methods, stochastic differential equations (65Cxx)

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