SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations
نویسندگان
چکیده
منابع مشابه
Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations
Uncertainty quanti cation appears today as a crucial point in numerous branches of science and engineering. In the last two decades, a growing interest has been devoted to a new family of methods, called spectral stochastic methods, for the propagation of uncertainties through physical models governed by stochastic partial di erential equations. These approaches rely on a fruitful marriage of p...
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ژورنال
عنوان ژورنال: SIAM Review
سال: 2018
ISSN: 0036-1445,1095-7200
DOI: 10.1137/16m1089034