Eigenvalues of the Jacobian of a Galerkin-Projected Uncertain ODE System

DOI10.1137/100785922zbMath1234.65019OpenAlexW2072053576MaRDI QIDQ3103511

Benjamin Sonday, Habib N. Najm, Bert J. Debusschere, Robert D. Berry

Publication date: 7 December 2011

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/100785922

zbMATH Keywords

eigenvaluesrandom samplinguncertainty quantificationpolynomial chaosstochastic Jacobian

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Numerical chaos (65P20) Numerical approximation of eigenvalues and of other parts of the spectrum of ordinary differential operators (34L16) Eigenvalues, estimation of eigenvalues, upper and lower bounds of ordinary differential operators (34L15)

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