DocumentCode :
25874
Title :
Wiener chaos expansion and numerical solutions of stochastic partial differential equations
Author :
Emmanuel Candes استاد مشاور , Thomas Y. Hou استاد راهنما
University :
Caltech Library System
Grade :
نامعلوم
Major :
PhD
Number of pages :
0
Publish Date :
2006
Keyword :
KPP , stochastic reaction-diffusion equations , stochastic Navier-Stokes equations , numerical solutions , Gaussian , stochastic PDE , Brownian motion forcing , WCE propagator , stochastic Burgers equation , Hermite polynomials , permeability field , sparse truncation , variance reduction stochastic transport equations , Monte Carlo , Karhunen-Loeve expansion , two-stage MCMC , coarse gradient , uncertainty quantification , upscaling , invariant measure , Langevin algorith , MCMC , WCE-MC hybrid method , minimum front speed , Wiener chaos expansion , sampling
Note :
01
Language :
انگليسي
Link To Document :
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