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

DOI10.1016/J.CNSNS.2018.12.011MaRDI QIDQ2207345zbMATH OpenOpenAlexWikidataFDO

Authors J. Calatayud, M. Jornet, Juan 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

zbMATH Keywords

uncertainty quantificationdependent random inputsnonlinear random difference equationstochastic Galerkin projection technique

Mathematics Subject Classification ID

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)

• Uncertainty quantification for random Hamiltonian systems by using polynomial expansions and geometric integrators
• Study of nonhomogeneous linear second-order discrete dynamical systems with uncertainties: solution and stability with applications
• Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes
• Computing the density function of complex models with randomness by using polynomial expansions and the RVT technique. Application to the SIR epidemic model
• Solving the stochastic differential systems with modified split-step Euler-Maruyama method
• Stochastic galerkin and collocation methods for quantifying uncertainty in differential equations: a review
• Theory and methods for random differential equations: a survey

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