Skip to main content

Research Repository

Advanced Search

All Outputs (2)

Wiener chaos versus stochastic collocation methods for linear advection-diffusion-reaction equations with multiplicative white noise (2015)
Journal Article

We compare Wiener chaos and stochastic collocation methods for linear advection-reaction-diffusion equations with multiplicative white noise. Both methods are constructed based on a recursive multistage algorithm for long-time integration. We derive... Read More about Wiener chaos versus stochastic collocation methods for linear advection-diffusion-reaction equations with multiplicative white noise.