A priori error analysis of stochastic galerkin projection schemes for randomly parametrized ordinary differential equations

C Audouze, PB Nair - International Journal for Uncertainty …, 2016 - dl.begellhouse.com
Generalized polynomial chaos (gPC) based stochastic Galerkin methods are widely used to
solve randomly parametrized ordinary differential equations (RODEs). These RODEs are …

Sparse approximate solutions to stochastic Galerkin equations

C Audouze, PB Nair - Comptes Rendus. Mathématique, 2019 - numdam.org
In computational engineering sciences, different sources of randomness (which typically
appear in the physical parameters, boundary conditions and/or initial conditions of a partial …