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dc.contributor.authorAl-Juhani, Amnah
dc.contributor.authorEl-Beltagy, Mohamed
dc.date.accessioned2017-06-01T10:20:42Z
dc.date.available2017-06-01T10:20:42Z
dc.date.issued2014-01-06
dc.identifier.urihttp://hdl.handle.net/10754/623989
dc.description.abstractThe solution of the stochastic differential equations (SDEs) using Wiener-Hermite expansion (WHE) has the advantage of converting the problem to a system of deterministic equations that can be solved efficiently using the standard deterministic numerical methods [1]. The main statistics, such as the mean, covariance, and higher order statistical moments, can be calculated by simple formulae involving only the deterministic Wiener-Hermite coefficients. In WHE approach, there is no randomness directly involved in the computations. One does not have to rely on pseudo random number generators, and there is no need to solve the SDEs repeatedly for many realizations. Instead, the deterministic system is solved only once. For previous research efforts see [2, 4].
dc.subjectLow-Rank
dc.titleSolution of Stochastic Nonlinear PDEs Using Automated Wiener-Hermite Expansion
dc.typePoster
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.conference.dateJanuary 6-10, 2014
dc.conference.nameAdvances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2014)
dc.conference.locationKAUST
dc.contributor.institutionEffat University
kaust.personAl-Juhani, Amnah
refterms.dateFOA2018-06-13T17:59:42Z


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