Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4629234 | Applied Mathematics and Computation | 2013 | 16 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
M.M.R. Williams,