Adaptive Generalized Polynomial Chaos for Nonlinear Random Oscillators

DOI10.1137/S1064827503427984zbMath1075.65008OpenAlexW2042483545MaRDI QIDQ4652350

Didier Lucor, George Em. Karniadakis

Publication date: 25 February 2005

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

Full work available at URL: https://doi.org/10.1137/s1064827503427984

zbMATH Keywords

uncertaintynumerical examplesstochastic modelingDuffing oscillatorpolynomial chaos

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical chaos (65P20)

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