POLYNOMIAL CHAOS

Quantifying Uncertainty

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• Introduction
• Problem Definition
• Representing Stochastic Processes
  • Polynomial Chaos Expansions
  • Generalised Polynomial Chaos Expansions
  • Karhunen-Loeve Expansions
• Stochastic Galerkin Methods
  • General Procedure
  • Example
  • Results
• Stochastic Collocation Methods

GENERAL PROCEDURE OF STOCHASTIC COLLOCATION METHODS

Consider the general stochastic differential equation

UNDER CONSTRUCTION

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2008 John Jakeman