Accession Number:

AD1037296

Title:

Nonlinear Stochastic PDEs: Analysis and Approximations

Descriptive Note:

Technical Report,05 Dec 2012,04 Dec 2015

Corporate Author:

Brown University Providence United States

Personal Author(s):

Report Date:

2016-05-23

Pagination or Media Count:

19.0

Abstract:

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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE