Abstract: This paper mainly discusses the application of multivariate Gaussian measure to KdV and Burgers equation. This paper used generalized polynomial chaos expansion (PCE) method and constructed ...
\[ \hat{\y} = \proj_W \y = c_1 \u_1 + c_2 \u_2 + \ldots + c_p \u_p \quad \mbox{with weights} \ c_i = \frac{\y \cdot \u_i}{\u_i \cdot \u_i} .\] ...