Solving continuous models with dependent uncertainty: a computational approach

DOI10.1155/2013/983839zbMath1470.65008OpenAlexW2138298148WikidataQ58917848 ScholiaQ58917848MaRDI QIDQ2319338

José Vicente Romero, Rafael-Jacinto Villanueva, Francisco-José Santonja, M. D. Roselló, Juan-Carlos Cortés

Publication date: 16 August 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/983839

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30)

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 ⋮ Uncertainty quantification for random Hamiltonian systems by using polynomial expansions and geometric integrators ⋮ 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 ⋮ Improving the approximation of the first- and second-order statistics of the response stochastic process to the random Legendre differential equation ⋮ Uncertainty quantification for nonlinear difference equations with dependent random inputs via a stochastic Galerkin projection technique ⋮ Is It Worthwhile Considering Orthogonality in Generalised Polynomial Chaos Expansions Applied to Solving Stochastic Models?

Cites Work

• Epidemic models with random coefficients
• Random coefficient differential models of growth of anaerobic photosynthetic bacteria
• Random differential equations in science and engineering
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Modeling epidemics caused by respiratory syncytial virus (RSV)
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