Numerical challenges in the use of polynomial chaos representations for stochastic processes

Conference proceeding

Peer reviewed

Bert J Debusschere, Habib N Najm, Philippe P Pebay, Omar M Knio, Roger G Ghanem and Olivier P LE MAITRE

SIAM journal on scientific computing (Print), Vol.26(2), pp.698-719

Special Issue on Uncertainty Quantification

01/01/2004

Abstract

Exact sciences and technology

Global analysis, analysis on manifolds

Mathematical analysis

Mathematics

Numerical analysis

Numerical analysis. Scientific computation

Numerical methods in probability and statistics

Probability and statistics

Probability theory and stochastic processes

Sciences and techniques of general use

Special functions

Stochastic processes

Topology. Manifolds and cell complexes. Global analysis and analysis on manifolds

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Title: Numerical challenges in the use of polynomial chaos representations for stochastic processes
Creators - without role: Bert J Debusschere - Sandia National Labs, 7011 East Ave., MS 9051, Livermore, CA 94550, United States
Habib N Najm - Sandia National Labs, 7011 East Ave., MS 9051, Livermore, CA 94550, United States
Philippe P Pebay - Sandia National Labs, 7011 East Ave., MS 9051, Livermore, CA 94550, United States
Omar M Knio - Johns Hopkins University
Roger G Ghanem - Johns Hopkins University
Olivier P LE MAITRE - Evry
Publication Details: SIAM journal on scientific computing (Print), Vol.26(2), pp.698-719
Conference: Special Issue on Uncertainty Quantification
Publisher: Society for Industrial and Applied Mathematics
Grant note: Society for Industrial and Applied Mathematics (SIAM)
Identifiers: 9945463808331
Academic Unit: King Abdullah University of Science & Technology
Language: English
Resource Type: Conference proceeding