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• W3095140647 abstract "In this paper, we combine deterministic splitting methods with a polynomial chaos expansion method for solving stochastic parabolic evolution problems. The stochastic differential equation is reduced to a system of deterministic equations that we solve efficiently by splitting methods. The method can be applied to a wide class of problems where the related stochastic processes are given uniquely in terms of stochastic polynomials. A comprehensive convergence analysis is provided and numerical experiments validate our approach." @default.
• W3095140647 created "2020-11-09" @default.
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• W3095140647 date "2020-11-04" @default.
• W3095140647 modified "2023-10-13" @default.
• W3095140647 title "A splitting/polynomial chaos expansion approach for stochastic evolution equations" @default.
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• W3095140647 doi "https://doi.org/10.1007/s00028-020-00627-5" @default.
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