The Wiener–Askey Polynomial Chaos for Stochastic Differential Equations

Xiu, D., & Karniadakis, G. E. (2002). The Wiener–Askey Polynomial Chaos for Stochastic Differential Equations. SIAM Journal on Scientific Computing, 619-644.

Type

Journal article

Intellectual base

Primary research

Year

2002

DOI

10.1137/s1064827501387826

Link

https://doi.org/10.1137/S1064827501387826

Cited by

1 citation across 1 artifact.

Domain-specific

• Polynomial Chaos Expansion
  • The resulting expansion is a stochastic spectral representation and often a surrogate for uncertainty propagation.

Verification

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Registry ID ref:1367841620c3 · see in the full table