Spectral methods for uncertainty quantification: with applications to computational fluid dynamics/
O.P. Le Maitre and O.M. Knio
- New York: Springer, c2010.
- xvi, 536 p. : ill. ; 24 cm.
- (Scientific computation) .
Introduction: Uncertainty Quantification and Propagation -- Spectral Expansions -- Non-intrusive Methods -- Galerkin Methods -- Detailed Elementary Applications -- Application to Navier-Stokes Equations -- Solvers for Stochastic Galerkin Problems -- Wavelet and Multiresolution Analysis Schemes -- Adaptive Methods -- Epilogue.