Title :
An Efficient Solver for Differential Equations with Random Inputs
Author :
Qu, Dong ; Chen, Ping ; Yang, Jing
Author_Institution :
Coll. of Sci., Jiujiang Univ., Jiujiang, China
Abstract :
An efficient solver based on the Wiener-Askey polynomial chaos decomposition and Galerkin projections for differential equations with random inputs is examined in this paper. The exponential error convergence of the solver is verified in each model problem by numerical tests, against Monte Carlo simulations.
Keywords :
Monte Carlo methods; differential equations; Galerkin projections; Monte Carlo simulations; Wiener-Askey polynomial chaos decomposition; differential equations; exponential error; random inputs; Random inputs; Wiener-Askey polynomial chaos decomposition; exponential error convergence;
Conference_Titel :
Computational Intelligence and Security (CIS), 2010 International Conference on
Conference_Location :
Nanning
Print_ISBN :
978-1-4244-9114-8
Electronic_ISBN :
978-0-7695-4297-3
DOI :
10.1109/CIS.2010.138
