High-Order Uncertainty Propagation Enabled by Computational Differentiation (Q2913142)
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scientific article; zbMATH DE number 6086557
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| English | High-Order Uncertainty Propagation Enabled by Computational Differentiation |
scientific article; zbMATH DE number 6086557 |
Statements
High-Order Uncertainty Propagation Enabled by Computational Differentiation (English)
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26 September 2012
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computational differentiation
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uncertainty propagation
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probability distribution function
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Liouville equation
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state transition tensor
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Duffing oscillator
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two-body-problem
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numerical examples
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algorithm
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stochastic Fokker-Planck equation
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