On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations
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Cites work
- Approximation Results for Orthogonal Polynomials in Sobolev Spaces
- Constructing adaptive generalized polynomial chaos method to measure the uncertainty in continuous models: a computational approach
- Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations
- Error estimates of a semidiscrete finite element method for fractional stochastic diffusion-wave equations
- Generalized polynomial chaos and random oscillators
- Improving adaptive generalized polynomial chaos method to solve nonlinear random differential equations by the random variable transformation technique
- Numerical methods for stochastic computations. A spectral method approach.
- On the convergence of generalized polynomial chaos expansions
- Polynomial chaos for random fractional order differential equations
- The loss of orthogonality in the Gram-Schmidt orthogonalization process
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Uncertainty quantification in simulations of epidemics using polynomial chaos
Cited in
(10)- Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations
- Computing the density function of complex models with randomness by using polynomial expansions and the RVT technique. Application to the SIR epidemic model
- Uncertainty quantification for nonlinear difference equations with dependent random inputs via a stochastic Galerkin projection technique
- Constructing adaptive generalized polynomial chaos method to measure the uncertainty in continuous models: a computational approach
- Combining polynomial chaos expansions and the random variable transformation technique to approximate the density function of stochastic problems, including some epidemiological models
- 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
- Improving the approximation of the first- and second-order statistics of the response stochastic process to the random Legendre differential equation
- Generalized polynomial chaos for nonlinear random pantograph equations
- Iterative polynomial approximation adapting to arbitrary probability distribution
- Is it worthwhile considering orthogonality in generalised polynomial chaos expansions applied to solving stochastic models?
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