Uncertainty quantification for nonlinear difference equations with dependent random inputs via a stochastic Galerkin projection technique
DOI10.1016/j.cnsns.2018.12.011zbMath1464.65283OpenAlexW2904227228WikidataQ128777753 ScholiaQ128777753MaRDI QIDQ2207345
M. Jornet, J. Calatayud, Juan-Carlos Cortés
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)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Application of the polynomial chaos expansion to the simulation of chemical reactors with uncertainties
- Uncertainty quantification in simulations of epidemics using polynomial chaos
- Epidemic models with random coefficients
- The loss of orthogonality in the Gram-Schmidt orthogonalization process
- Upper bounds for the spectral radius of the \(n \times n\) Hilbert matrix
- Random coefficient differential equation models for bacterial growth
- Random differential equations in science and engineering
- Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations
- Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
- Improving adaptive generalized polynomial chaos method to solve nonlinear random differential equations by the random variable transformation technique
- Constructing adaptive generalized polynomial chaos method to measure the uncertainty in continuous models: a computational approach
- Solving continuous models with dependent uncertainty: a computational approach
- Random ordinary differential equations
- On the convergence of generalized polynomial chaos expansions
- Generalized polynomial chaos and random oscillators
- Tricks or Treats with the Hilbert Matrix
- Matrix Analysis
- Solving Ill-Conditioned and Singular Linear Systems: A Tutorial on Regularization
- Extension of range of functions
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations
- A REMARK CONCERNING THE CHARACTERISTIC ROOTS OF THE FINITE SEGMENTS OF THE HILBERT MATRIX