Efficient collocational approach for parametric uncertainty analysis
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algorithmcollocation methodserror boundnumerical examplesorthogonal polynomial expansionpseudo-spectral methodsrandom differential equationsstochastic inputsuncertainty quantification
Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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) Error bounds for numerical methods for ordinary differential equations (65L70)
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