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