Improving adaptive generalized polynomial chaos method to solve nonlinear random differential equations by the random variable transformation technique

DOI10.1016/J.CNSNS.2017.02.011OpenAlexW2588762221MaRDI QIDQ2007357FDOQ2007357

J.-V. Romero, Juan Cortés, M.-D. Roselló, R.-J. Villanueva

Publication date: 14 October 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/105538

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zbMATH Keywords

random variable transformation techniquenonlinear random differential equationsadaptive generalized polynomial chaosnonlinear uncertainty

Mathematics Subject Classification ID

Numerical analysis (65-XX) Special functions (33-XX)

Cites Work

• Probability and statistics for engineers and scientists
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Cited In (14)

• 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
• Constructing reliable approximations of the probability density function to the random heat PDE via a finite difference scheme
• Uncertainty quantification for nonlinear difference equations with dependent random inputs via a stochastic Galerkin projection technique
• Is It Worthwhile Considering Orthogonality in Generalised Polynomial Chaos Expansions Applied to Solving Stochastic Models?
• Uncertainty quantification for the random HIV dynamical model driven by drug adherence
• An adaptive stochastic investigation of partial differential equations using wavelet collocation generalized polynomial chaos method
• Adaptive Generalized Polynomial Chaos for Nonlinear Random Oscillators
• Computing the density function of complex models with randomness by using polynomial expansions and the RVT technique. Application to the SIR epidemic model
• Optimal control problem of various epidemic models with uncertainty based on deep reinforcement learning
• Regression-based sparse polynomial chaos for uncertainty quantification of subsurface flow models
• 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
• Title not available (Why is that?)

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