The advantage of this method is that we use polynomial chaos representations for the forward and adjoint systems to cheaply produce error estimates by simple ...

A Posteriori Error Analysis of. Stochastic Differential Equations. Using Polynomial Chaos Expansions. Sandia National Laboratories is a multi program ...

We develop computable a posteriori error estimates for linear functionals of a solution to a general nonlinear stochastic differential equation with random ...

A Posteriori Error Analysis of Stochastic Differential Equations Using. Polynomial Chaos Approximations. Mathematical and Computational Tools for Predictive ...

Generalized polynomial chaos (gPC) based stochastic Galerkin methods are widely used to solve randomly parametrized ordinary differential equations (RODEs).

Title: A posteriori error analysis of stochastic differential equations using polynomial chaos expansions. Conference · Wed Jun 01 00:00:00 EDT 2011.

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Jul 1, 2011 · A posteriori error analysis of stochastic differential equations using polynomial chaos expansions. Abstract not provided.

Dive into the research topics of 'A Posteriori Error Analysis of Stochastic Differential Equations Using Polynomial Chaos Expansions'. Together they form a ...

Troy D. Butler, Clint Dawson , Tim Wildey : A Posteriori Error Analysis of Stochastic Differential Equations Using Polynomial Chaos Expansions. SIAM J. Sci.