Spectral Polynomial Chaos Solutions of the Stochastic Advection Equation

• 1 January 2002
• journal article
• research article
• Published by Springer Nature in Journal of Scientific Computing
• Vol. 17  (1/4) , 319-338
• https://doi.org/10.1023/a:1015125304044

Abstract

Keywords

• STOCHASTIC DIFFERENTIAL EQUATIONS
• WIENER-HERMITE EXPANSIONS
• POLYNOMIAL CHAOS
• UNCERTAINTY