Polynomial chaos based uncertainty quantification in Hamiltonian, multi-time scale, and chaotic systems

DOI10.3934/jcd.2014.1.357zbMath1311.34132arXiv1307.0065OpenAlexW2964157109MaRDI QIDQ2513922

José Miguel Pasini, Tuhin Sahai

Publication date: 29 January 2015

Published in: Journal of Computational Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1307.0065

zbMATH Keywords

chaosHamiltonian systemsmultiscale analysisuncertainty quantificationpolynomial chaos

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25) Ordinary differential equations and systems with randomness (34F05) Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems (37J99) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Numerical chaos (65P20) Multiple scale methods for ordinary differential equations (34E13) Random dynamical systems (37H99)

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Uncertainty quantification for random Hamiltonian systems by using polynomial expansions and geometric integrators ⋮ A Set-Oriented Numerical Approach for Dynamical Systems with Parameter Uncertainty

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