Uncertainty quantification for random Hamiltonian systems by using polynomial expansions and geometric integrators
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Publication:2162248
canonical polynomial basisintrusive polynomial expansionnon-independent input parametersrandom Hamiltonian systemuncertainty quantificationvolume-preserving integrator
Ordinary differential equations and systems with randomness (34F05) General theory of finite-dimensional Hamiltonian and Lagrangian systems, Hamiltonian and Lagrangian structures, symmetries, invariants (37J06) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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Cited in
(4)- Uncertainty quantification for nonlinear difference equations with dependent random inputs via a stochastic Galerkin projection technique
- Polynomial chaos based uncertainty quantification in Hamiltonian, multi-time scale, and chaotic systems
- Theory and methods for random differential equations: a survey
- Generalized polynomial chaos expansions for the random fractional Bateman equations
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