Uncertainty quantification for nonlinear difference equations with dependent random inputs via a stochastic Galerkin projection technique
DOI10.1016/J.CNSNS.2018.12.011zbMATH Open1464.65283OpenAlexW2904227228WikidataQ128777753 ScholiaQ128777753MaRDI QIDQ2207345FDOQ2207345
Juan Cortés, M. Jornet, J. Calatayud
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
uncertainty quantificationdependent random inputsnonlinear random difference equationstochastic Galerkin projection technique
Probabilistic models, generic numerical methods in probability and statistics (65C20) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic difference equations (39A50) Numerical methods for difference equations (65Q10)
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Cited In (7)
- Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes
- Stochastic galerkin and collocation methods for quantifying uncertainty in differential equations: a review
- Solving the stochastic differential systems with modified split-step Euler-Maruyama method
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- Computing the density function of complex models with randomness by using polynomial expansions and the RVT technique. Application to the SIR epidemic model
- Study of nonhomogeneous linear second-order discrete dynamical systems with uncertainties: solution and stability with applications
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