On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations

DOI10.22436/jnsa.011.09.06zbMath1438.65316MaRDI QIDQ5225445

J. Calatayud, M. Jornet, Juan-Carlos Cortés

Publication date: 22 July 2019

Published in: Journal of Nonlinear Sciences and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.22436/jnsa.011.09.06

zbMATH Keywords

numerical analysis; uncertainty quantification; stochastic Galerkin projection technique; nonlinear random difference equations; adaptive gPC

Mathematics Subject Classification ID

93E03: Stochastic systems in control theory (general)

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

39A50: Stochastic difference equations

65Q10: Numerical methods for difference equations

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