DocumentCode
2260330
Title
An Efficient Solver for Differential Equations with Random Inputs
Author
Qu, Dong ; Chen, Ping ; Yang, Jing
Author_Institution
Coll. of Sci., Jiujiang Univ., Jiujiang, China
fYear
2010
fDate
11-14 Dec. 2010
Firstpage
606
Lastpage
610
Abstract
An efficient solver based on the Wiener-Askey polynomial chaos decomposition and Galerkin projections for differential equations with random inputs is examined in this paper. The exponential error convergence of the solver is verified in each model problem by numerical tests, against Monte Carlo simulations.
Keywords
Monte Carlo methods; differential equations; Galerkin projections; Monte Carlo simulations; Wiener-Askey polynomial chaos decomposition; differential equations; exponential error; random inputs; Random inputs; Wiener-Askey polynomial chaos decomposition; exponential error convergence;
fLanguage
English
Publisher
ieee
Conference_Titel
Computational Intelligence and Security (CIS), 2010 International Conference on
Conference_Location
Nanning
Print_ISBN
978-1-4244-9114-8
Electronic_ISBN
978-0-7695-4297-3
Type
conf
DOI
10.1109/CIS.2010.138
Filename
5696354
Link To Document