2 papers
math.NA2021
Intrusive and Non-Intrusive Polynomial Chaos Approximations for a Two-Dimensional Steady State Navier-Stokes System with Random Forcing
S. V. Lototsky, R. Mikulevicius, B. L. Rozovsky
While convergence of polynomial chaos approximation for linear equations is relatively well understood, a lot less is known for non-linear equations. The paper investigates this co…
math.PR2018
Classical and Generalized Solutions of Fractional Stochastic Differential Equations
Sergey V. Lototsky, Boris L. Rozovsky
For stochastic evolution equations with fractional derivatives, classical solutions exist when the order of the time derivative of the unknown function is not too small compared to…