Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations
DOI10.1016/J.APNUM.2012.08.007zbMATH Open1255.65025OpenAlexW1977050666MaRDI QIDQ1760127FDOQ1760127
Authors: Wenjie Shi, Cheng-Jian Zhang 
Publication date: 12 November 2012
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2012.08.007
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uncertainty quantificationerror analysisnumerical experimentgeneralized polynomial chaosnonlinear random ordinary differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for numerical methods for ordinary differential equations (65L70)
Cites Work
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- On the convergence of generalized polynomial chaos expansions
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- Eigenvalues of the Jacobian of a Galerkin-projected uncertain ODE system
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- Polynomial chaos for analysing periodic processes of differential algebraic equations with random parameters
- Generalized polynomial chaos and random oscillators
Cited In (18)
- 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
- Combining polynomial chaos expansions and the random variable transformation technique to approximate the density function of stochastic problems, including some epidemiological models
- Polynomial chaos expansions for stiff random ODEs
- Application of gPCRK methods to nonlinear random differential equations with piecewise constant argument
- Uncertainty quantification for nonlinear difference equations with dependent random inputs via a stochastic Galerkin projection technique
- Error analysis of the Wiener-Askey polynomial chaos with hyperbolic cross approximation and its application to differential equations with random input
- Polynomial chaos for random fractional order differential equations
- Fast \(r\)-adaptivity for multiple queries of heterogeneous stochastic material fields
- Is it worthwhile considering orthogonality in generalised polynomial chaos expansions applied to solving stochastic models?
- Uncertainty quantification for random Hamiltonian systems by using polynomial expansions and geometric integrators
- Improving the approximation of the first- and second-order statistics of the response stochastic process to the random Legendre differential equation
- 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
- On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations
- Generalized polynomial chaos for nonlinear random delay differential equations
- Stochastic Chebyshev-Picard iteration method for nonlinear differential equations with random inputs
- Generalized polynomial chaos for nonlinear random pantograph equations
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