Nonlinear Stochastic PDEs: Analysis and Approximations

Abstract

We compare Wiener chaos and stochastic collocation methods for linear advection-reaction-diffusion stochastic PDEs with multiplicative white noise. Wiener chaos solutions/expantions could be viewed as stochastic Fourier series. Both methods are constructed as a recursive multistage algorithms for long-time integration.

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Document Details

Document Type
Technical Report
Publication Date
May 23, 2016
Accession Number
AD1037296

Entities

People

  • Boris L Rozovsky

Organizations

  • Brown University

Tags

Communities of Interest

  • Human Systems

DTIC Thesaurus Topics

  • Algorithms
  • Calculus
  • Computations
  • Department Of Defense
  • Differential Equations
  • Engineering
  • Equations
  • Fourier Series
  • Mathematics
  • Navier Stokes Equations
  • Numerical Analysis
  • Partial Differential Equations
  • Polynomials
  • Random Variables
  • Stochastic Processes
  • Students
  • White Noise

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)