High-Order Uncertainty Propagation Enabled by Computational Differentiation

DOI10.1007/978-3-642-30023-3_23zbMath1251.65099MaRDI QIDQ2913142

James D. Turner, John L. Junkins, Manoranjan Majji, Ahmad Bani Younes

Publication date: 26 September 2012

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-30023-3_23

zbMATH Keywords

algorithm; numerical examples; Duffing oscillator; Liouville equation; probability distribution function; uncertainty propagation; computational differentiation; state transition tensor; stochastic Fokker-Planck equation; two-body-problem

Mathematics Subject Classification ID

34A34: Nonlinear ordinary differential equations and systems

34C10: Oscillation theory, zeros, disconjugacy and comparison theory for ordinary differential equations

70F05: Two-body problems

65L05: Numerical methods for initial value problems involving ordinary differential equations

65D25: Numerical differentiation

Uses Software

• ADIFOR