Fast Solvers for the White Noise Analysi
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H.G. Matthies; A. Keese
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Article
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2002
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John Wiley and Sons
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We consider fast numerical methods for computing the response of stochastic systems. The stochastic discretization is performed via a Karhunen-Loรฉve and Wiener's polynomial chaos expansion. In truncating this expansion and using a Galerkin projection, a finite dimensional system of equations remains