Accession Number:

ADA460601

Title:

Spectral Polynomial Chaos Solutions of the Stochastic Advection Equation

Descriptive Note:

Corporate Author:

BROWN UNIV PROVIDENCE RI DIV OF APPLIED MATHEMATICS

Personal Author(s):

Report Date:

2001-10-29

Pagination or Media Count:

22.0

Abstract:

We present a new algorithm based on Wiener-Hermite functionals combined with Fourier collocation to solve the advection equation with stochastic transport velocity. We develop different stategies of representing the stochastic input, and demonstrate that this approach is orders of magnitude more efficient than Monte Carlo simulations for comparable accuracy.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE