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Generalized Spectral Decomposition for Stochastic Non Linear Problems

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Figure 2. Comparison of the 8 first reduced modes U i obtained with algorithms 1 (left plot) and 2 (without orthonormalization of W M ).
Figure 3. Evolution of the second moment of the equation residual, E( R M (x, · ) 2 ), for different M and algorithms 1 (left plot) and 2 (right plot).
Figure 5. Convergence of the solution mean with the size M of the reduced basis, as indicated, and algorithms 1 (left plot) and 2 (right plot).
Figure 7. Convergence with the number of iterations of the reduction residual for different stopping criteria ǫ s as indicated, and algorithms 1 (left plot) and 2 (right plot).
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