A Set-Oriented Numerical Approach for Dynamical Systems with Parameter Uncertainty

DOI10.1137/16M1072735zbMATH Open1357.65308arXiv1604.07302MaRDI QIDQ2960076FDOQ2960076

Authors: Michael Dellnitz, Stefan Klus, Adrian Ziessler 

Publication date: 7 February 2017

Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Abstract: In this article, we develop a set-oriented numerical methodology which allows to perform uncertainty quantification (UQ) for dynamical systems from a global point of view. That is, for systems with uncertain parameters we approximate the corresponding global attractors and invariant measures in the related stochastic setting. Our methods do not rely on generalized polynomial chaos techniques. Rather, we extend classical set-oriented methods designed for deterministic dynamical systems to the UQ-context, and this allows us to analyze the long-term uncertainty propagation. The algorithms have been integrated into the software package GAIO, and we illustrate the use and efficiency of these techniques by a couple of numerical examples.

Full work available at URL: https://arxiv.org/abs/1604.07302

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zbMATH Keywords

dynamical systemsuncertainty quantificationalgorithmglobal attractorsinvariant measuresnumerical examplepolynomial chaos

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Numerical chaos (65P20) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)

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Cited In (10)

• A Set-Oriented Path Following Method for the Approximation of Parameter Dependent Attractors
• Computing invariant sets of random differential equations using polynomial chaos
• On Set-oriented Numerical Methods for Global Analysis of Non-smooth Mechanical Systems
• A bridge between invariant dynamical structures and uncertainty quantification
• Provably convergent implementations of the subdivision algorithm for the computation of invariant objects
• Continuous relaxations for the traveling salesman problem
• On the analysis of a simple impact drill model using set-oriented numerical methods
• Title not available (Why is that?)
• A higher order method for input-affine uncertain systems
• Constructing Robust Feedback Laws by Set Oriented Numerical Methods

Uses Software

• GAIO
• rhalton
• Algorithm 247

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