Simplified CSP analysis of a stiff stochastic ODE system

DOI10.1016/j.cma.2012.01.001zbMath1253.65008OpenAlexW1988426702MaRDI QIDQ695820

Olivier P. Le Maître, Omar M. Knio, Habib N. Najm, Alen Alexanderian, Maher Salloum

Publication date: 17 December 2012

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2012.01.001

zbMATH Keywords

CSPstiff systemrandom eigenvaluespolynomial chaosuncertain ODE

Mathematics Subject Classification ID

Theoretical approximation of solutions to ordinary differential equations (34A45) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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