Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations

DOI10.1016/j.apnum.2012.08.007zbMath1255.65025OpenAlexW1977050666MaRDI QIDQ1760127

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

zbMATH Keywords

error analysisnumerical experimentuncertainty quantificationgeneralized polynomial chaosnonlinear random ordinary differential equations

Mathematics Subject Classification ID

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)

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Uses Software

• RODAS

Cites Work

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