Comparing intrusive and non-intrusive polynomial chaos for a class of exponential time differencing schemes

arXiv2311.16921MaRDI QIDQ6461144

Andreas Kleefeld, Julian Clausnitzer

Publication date: 28 November 2023

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Ordinary differential equations and systems with randomness (34F05) PDEs with randomness, stochastic partial differential equations (35R60)

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