Journal
JOURNAL OF COMPUTATIONAL PHYSICS
Volume 226, Issue 1, Pages 263-281Publisher
ACADEMIC PRESS INC ELSEVIER SCIENCE
DOI: 10.1016/j.jcp.2007.04.011
Keywords
polynomial chaos; stochastic differential equations; stochastic processes; probability of failure
Ask authors/readers for more resources
In this paper, we consider two methods of computation of failure probabilities by adapted polynomial chaos expansions. The performance of the two methods is demonstrated by a predator-prey model and a chemical reaction problem. (C) 2007 Elsevier Inc. All rights reserved.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available
Share Paper
