Uncertainty quantification for nonlinear difference equations with dependent random inputs via a stochastic Galerkin projection technique

DOI10.1016/j.cnsns.2018.12.011zbMath1464.65283MaRDI QIDQ2207345

Juan-Carlos Cortés, J. Calatayud, M. Jornet

Publication date: 22 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/10251/139463

zbMATH Keywords

uncertainty quantification; dependent random inputs; nonlinear random difference equation; stochastic Galerkin projection technique

Mathematics Subject Classification ID

65C20: Probabilistic models, generic numerical methods in probability and statistics

41A65: Abstract approximation theory (approximation in normed linear spaces and other abstract spaces)

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

39A50: Stochastic difference equations

65Q10: Numerical methods for difference equations