High-order uncertainty propagation enabled by computational differentiation

DOI10.1007/978-3-642-30023-3_23zbMATH Open1251.65099OpenAlexW57581337MaRDI QIDQ2913142FDOQ2913142

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

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

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zbMATH Keywords

numerical examplesalgorithmDuffing oscillatorLiouville equationuncertainty propagationprobability distribution functioncomputational differentiationstate transition tensorstochastic Fokker-Planck equationtwo-body-problem

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Oscillation theory, zeros, disconjugacy and comparison theory for ordinary differential equations (34C10) Two-body problems (70F05) Numerical differentiation (65D25) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cited In (2)

• Fast and reliable methods for determining the evolution of uncertain parameters in differential equations
• Consistent Uncertainty Reduction in Modeling Nonlinear Systems

Uses Software

• ADIFOR

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