Wiener chaos expansion and numerical solutions of stochastic partial differential equations

Emmanuel Candes استاد مشاور , Thomas Y. Hou استاد راهنما

KPP , stochastic reaction-diffusion equations , stochastic Navier-Stokes equations , numerical solutions , Gaussian , stochastic PDE , Brownian motion forcing , WCE propagator , stochastic Burgers equation , Hermite polynomials , permeability field , sparse truncation , variance reduction stochastic transport equations , Monte Carlo , Karhunen-Loeve expansion , two-stage MCMC , coarse gradient , uncertainty quantification , upscaling , invariant measure , Langevin algorith , MCMC , WCE-MC hybrid method , minimum front speed , Wiener chaos expansion , sampling