Generalized polynomial chaos for nonlinear random delay differential equations

DOI10.1016/j.apnum.2016.12.004zbMath1358.65010OpenAlexW2569339333MaRDI QIDQ512290

Wenjie Shi, Cheng-Jian Zhang

Publication date: 24 February 2017

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2016.12.004

zbMATH Keywords

numerical experimentserror estimationgeneralized polynomial chaosfinite-dimensional noisenonlinear random delay differential equations

Mathematics Subject Classification ID

Related Items (6)

Computing the density function of complex models with randomness by using polynomial expansions and the RVT technique. Application to the SIR epidemic model ⋮ Polynomial Chaos Expansions for Stiff Random ODEs ⋮ Computational uncertainty quantification for random non-autonomous second order linear differential equations via adapted gPC: a comparative case study with random Fröbenius method and Monte Carlo simulation ⋮ \(\mathrm{L}^p\)-calculus approach to the random autonomous linear differential equation with discrete delay ⋮ Generalized polynomial chaos for nonlinear random pantograph equations ⋮ Is It Worthwhile Considering Orthogonality in Generalised Polynomial Chaos Expansions Applied to Solving Stochastic Models?

Cites Work

• Modelling and simulation of autonomous oscillators with random parameters
• Block boundary value methods for delay differential equations
• Polynomial chaos for simulating random volatilities
• Strong contractivity properties of numerical methods for ordinary and delay differential equations
• Nonlinear stability and D-convergence of Runge-Kutta methods for delay differential equations
• Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations
• Polynomial chaos for multirate partial differential algebraic equations with random parameters
• Generalised polynomial chaos for a class of linear conservation laws
• On the convergence of generalized polynomial chaos expansions
• Implementation of optimal Galerkin and Collocation approximations of PDEs with Random Coefficients
• Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients
• Convergence Analysis of the Solution of Retarded and Neutral Delay Differential Equations by Continuous Numerical Methods
• Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Applied Delay Differential Equations
• A Stochastic Collocation Method for Delay Differential Equations with Random Input
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• D-convergence and GDN-stability of Runge-Kutta methods for a class of delay systems
• Convergence of Runge-Kutta methods for delay differential equations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Generalized polynomial chaos for nonlinear random delay differential equations