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Spectral Polynomial Chaos Solutions of the Stochastic Advection Equation

✍ Scribed by M. Jardak; C.-H. Su; G. E. Karniadakis


Book ID
110333798
Publisher
Springer US
Year
2002
Tongue
English
Weight
471 KB
Volume
17
Category
Article
ISSN
0885-7474

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✍ Tadeusz Banek πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 118 KB

In this note we generalize the Isobe-Sato formula for kernels of the Wiener-Ito chaos expansion to nonautonomous systems. Expansion of a transition density is obtained and some version of Wiener's famous "black-box" identiΓΏcation problem is solved.