Local Polynomial Chaos Expansion for Linear Differential Equations with High Dimensional Random Inputs.
Yi ChenJohn D. JakemanClaude Jeffrey GittelsonDongbin XiuPublished in: SIAM J. Sci. Comput. (2015)
Keyphrases
- differential equations
- high dimensional
- dynamical systems
- difference equations
- ordinary differential equations
- numerical solution
- runge kutta
- numerical methods
- initial conditions
- numerical integration
- dimensionality reduction
- boundary value problem
- brownian motion
- partial differential equations
- low dimensional
- high dimensionality
- linear systems
- nonlinear differential equations
- similarity search
- transmission line
- feature space
- neural network