Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations
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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)
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Cites work
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 50395 (Why is no real title available?)
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Efficient collocational approach for parametric uncertainty analysis
- Eigenvalues of the Jacobian of a Galerkin-projected uncertain ODE system
- Fast numerical methods for stochastic computations: a review
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Generalized polynomial chaos and random oscillators
- Modeling uncertainty in flow simulations via generalized polynomial chaos.
- Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
- Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
- Numerical Methods for Differential Equations in Random Domains
- Numerical methods for stochastic computations. A spectral method approach.
- On the convergence of generalized polynomial chaos expansions
- Polynomial chaos for analysing periodic processes of differential algebraic equations with random parameters
- Random ordinary differential equations
- SOME EXPERIMENTS WITH STABILITY ANALYSIS OF DISCRETE INCOMPRESSIBLE FLOWS IN THE LID-DRIVEN CAVITY
- Solving Ordinary Differential Equations I
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Uncertainty propagation using Wiener-Haar expansions
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
- Generalized polynomial chaos for nonlinear random pantograph equations
- Stochastic Chebyshev-Picard iteration method for nonlinear differential equations with random inputs
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