A method for solving stochastic eigenvalue problems II

We present a novel approach for calculating the stochastic eigenvalues of a linear operator. This is an extension of our earlier work on the subject and introduces a significant simplification that reduces the amount of numerical work required when evaluating the polynomial chaos expansions, improves the accuracy and enables higher harmonics to be studied. Examples based on several types of problem involving differential equations and matrices have been analysed and detailed numerical results obtained.