High-order uncertainty propagation enabled by computational differentiation

DOI10.1007/978-3-642-30023-3_23MaRDI QIDQ2913142zbMATH OpenOpenAlexFDO

Authors Ahmad Bani Younes, James D. Turner, John L. Junkins, Manoranjan Majji

Publication date 26 September 2012

Published in Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-30023-3_23

zbMATH Keywords

algorithmcomputational differentiationDuffing oscillatorLiouville equationnumerical examplesprobability distribution functionstate transition tensorstochastic Fokker-Planck equationtwo-body-problemuncertainty propagation

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Oscillation theory, zeros, disconjugacy and comparison theory for ordinary differential equations (34C10) Numerical differentiation (65D25) Numerical methods for initial value problems involving ordinary differential equations (65L05) Two-body problems (70F05)

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Cited in

(2)

• Fast and reliable methods for determining the evolution of uncertain parameters in differential equations
• Consistent Uncertainty Reduction in Modeling Nonlinear Systems

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Uses Software

• ADIFOR

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