Spectral Methods for Uncertainty Quantification: With Applications to Computational Fluid Dynamics

This book deals with the application of spectral methods to problems of uncertainty propagation and quantification in model-based computations. It specifically focuses on computational and algorithmic features of these methods which are most useful in dealing with models based on partial differential equations, with special att- tion to models arising in simulations of fluid flows. Implementations are illustrated through applications to elementary problems, as well as more elaborate example...