Concepedia

A reduced basis approach for variational problems with stochastic parameters: Application to heat conduction with variable Robin coefficient

Sébastien Boyaval, Claude Le Bris, Yvon Maday, Ngoc Cuong Nguyen, Anthony T. Patera

Computer Methods in Applied Mechanics and Engineering · 2009 · 75 citations · 51 references

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Concepts

References

51

The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

Dongbin Xiu, George Em Karniadakis · SIAM Journal on Scientific Computing · 2002 · 4.7K citations

, , +16

Stochastic Differential Equations: An Introduction with Applications.

Saul Jacka, Bernt Øksendal · Journal of the American Statistical Association · 1987 · 4.1K citations

, , +17

The Homogeneous Chaos

Norbert Wiener · American Journal of Mathematics · 1938 · 3K citations

High-Order Collocation Methods for Differential Equations with Random Inputs

Dongbin Xiu, Jan S. Hesthaven · SIAM Journal on Scientific Computing · 2005 · 1.5K citations · Full text

, , +15

An ‘empirical interpolation’ method: application to efficient reduced-basis discretization of partial differential equations

Maxime Barrault, Yvon Maday, Ngoc Cuong Nguyen et al. · Comptes Rendus Mathématique · 2004 · 1.5K citations

, , +13