Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
نویسندگان
چکیده
منابع مشابه
Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
We develop a multi-element generalized polynomial chaos (ME-gPC) method for arbitrary probability measures and apply it to solve ordinary and partial differential equations with stochastic inputs. Given a stochastic input with an arbitrary probability measure, its random space is decomposed into smaller elements. Subsequently, in each element a new random variable with respect to a conditional ...
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Article history: Received 11 May 2009 Received in revised form 11 June 2010 Accepted 21 July 2010 Available online 13 August 2010
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ژورنال
عنوان ژورنال: SIAM Journal on Scientific Computing
سال: 2006
ISSN: 1064-8275,1095-7197
DOI: 10.1137/050627630