Generalized polynomial chaos for nonlinear random delay differential equations
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numerical experimentserror estimationgeneralized polynomial chaosfinite-dimensional noisenonlinear random delay differential equations
Numerical chaos (65P20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for numerical methods for ordinary differential equations (65L70)
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Cites work
- scientific article; zbMATH DE number 3784042 (Why is no real title available?)
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 1252483 (Why is no real title available?)
- scientific article; zbMATH DE number 1471168 (Why is no real title available?)
- A Stochastic Collocation Method for Delay Differential Equations with Random Input
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients
- Applied Delay Differential Equations
- Block boundary value methods for delay differential equations
- Convergence Analysis of the Solution of Retarded and Neutral Delay Differential Equations by Continuous Numerical Methods
- Convergence of Runge-Kutta methods for delay differential equations
- D-convergence and GDN-stability of Runge-Kutta methods for a class of delay systems
- Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations
- Generalised polynomial chaos for a class of linear conservation laws
- Implementation of optimal Galerkin and collocation approximations of PDEs with random coefficients
- Modelling and simulation of autonomous oscillators with random parameters
- Nonlinear stability and D-convergence of Runge-Kutta methods for delay differential equations
- Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
- Numerical methods for stochastic computations. A spectral method approach.
- On the convergence of generalized polynomial chaos expansions
- Polynomial chaos for multirate partial differential algebraic equations with random parameters
- Polynomial chaos for simulating random volatilities
- Strong contractivity properties of numerical methods for ordinary and delay differential equations
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- \(D\)-convergence of Runge-Kutta methods for stiff delay differential equations
Cited in
(17)- 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
- Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations
- Polynomial chaos expansions for stiff random ODEs
- Polynomial chaos expansions for the stability analysis of uncertain delay differential equations
- Application of gPCRK methods to nonlinear random differential equations with piecewise constant argument
- Generalised polynomial chaos for a class of linear conservation laws
- Polynomial Chaos and Its Application to Delay Differential Equations with Uncertainties
- Polynomial chaos for random fractional order differential equations
- Is it worthwhile considering orthogonality in generalised polynomial chaos expansions applied to solving stochastic models?
- scientific article; zbMATH DE number 1507384 (Why is no real title available?)
- Computing the density function of complex models with randomness by using polynomial expansions and the RVT technique. Application to the SIR epidemic model
- On the convergence of generalized polynomial chaos expansions
- Some recommendations for applying gPC (generalized polynomial chaos) to modeling: an analysis through the Airy random differential equation
- Time-dependent generalized polynomial chaos
- \(\mathrm{L}^p\)-calculus approach to the random autonomous linear differential equation with discrete delay
- Generalized polynomial chaos for nonlinear random pantograph equations
- Stochastic Chebyshev-Picard iteration method for nonlinear differential equations with random inputs
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