Wiener Chaos Expansion and Numerical Solutions of Stochastic Partial Differential Equations
<p>Stochastic partial differential equations (SPDEs) are important tools in modeling complex phenomena, and they arise in many physics and engineering applications. Developing efficient numerical methods for simulating SPDEs is a very important while challenging research topic. In this thesis,...
Internet
https://thesis.library.caltech.edu/1861/1/wuan_thesis.pdfLuo, Wuan (2006) Wiener Chaos Expansion and Numerical Solutions of Stochastic Partial Differential Equations. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/RPKX-BN02. https://resolver.caltech.edu/CaltechETD:etd-05182006-173710 <https://resolver.caltech.edu/CaltechETD:etd-05182006-173710>