Generalized polynomial chaos for nonlinear random delay differential equations

DOI10.1016/J.APNUM.2016.12.004zbMATH Open1358.65010OpenAlexW2569339333MaRDI QIDQ512290FDOQ512290

Authors: Wenjie Shi, Cheng-Jian Zhang 

Publication date: 24 February 2017

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2016.12.004

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zbMATH Keywords

numerical experimentserror estimationgeneralized polynomial chaosfinite-dimensional noisenonlinear random delay differential equations

Mathematics Subject Classification ID

Numerical chaos (65P20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for numerical methods for ordinary differential equations (65L70)

Cites Work

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Cited In (17)

• Computational uncertainty quantification for random non-autonomous second order linear differential equations via adapted gPC: a comparative case study with random Fröbenius method and Monte Carlo simulation
• Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations
• Polynomial chaos expansions for stiff random ODEs
• Polynomial chaos expansions for the stability analysis of uncertain delay differential equations
• Application of gPCRK methods to nonlinear random differential equations with piecewise constant argument
• Generalised polynomial chaos for a class of linear conservation laws
• Polynomial Chaos and Its Application to Delay Differential Equations with Uncertainties
• Polynomial chaos for random fractional order differential equations
• Is it worthwhile considering orthogonality in generalised polynomial chaos expansions applied to solving stochastic models?
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• Computing the density function of complex models with randomness by using polynomial expansions and the RVT technique. Application to the SIR epidemic model
• On the convergence of generalized polynomial chaos expansions
• Some recommendations for applying gPC (generalized polynomial chaos) to modeling: an analysis through the Airy random differential equation
• Time-dependent generalized polynomial chaos
• \(\mathrm{L}^p\)-calculus approach to the random autonomous linear differential equation with discrete delay
• Stochastic Chebyshev-Picard iteration method for nonlinear differential equations with random inputs
• Generalized polynomial chaos for nonlinear random pantograph equations

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