Adaptive Galerkin approximation algorithms for Kolmogorov equations in infinite dimensions
Space-time variational formulations and adaptive Wiener–Hermite polynomial chaos Galerkin discretizations of Kolmogorov equations in infinite dimensions, such as Fokker–Planck and Ornstein–Uhlenbeck equations for functions defined on an infinite-dimensional separable Hilbert space H, are developed....
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Springer-Verlag
2013
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