We consider fast numerical methods for computing the response of stochastic systems. The stochastic discretization is performed via a Karhunen-LoΓ©ve and Wiener's polynomial chaos expansion. In truncating this expansion and using a Galerkin projection, a finite dimensional system of equations remains
β¦ LIBER β¦
Analysis of White Noise Limits for Stochastic Systems with Two Fast Relaxation Times
β Scribed by Pavliotis, G. A.; Stuart, A. M.
- Book ID
- 118211659
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 2005
- Tongue
- English
- Weight
- 320 KB
- Volume
- 4
- Category
- Article
- ISSN
- 1540-3459
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