Error-controlled global sensitivity analysis of ordinary differential equations

DOI10.1016/J.JCP.2011.05.011MaRDI QIDQ655009zbMATH OpenOpenAlexFDO

Authors Andrea Y. Weiße, Wilhelm Huisinga

Publication date 28 December 2011

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2011.05.011

zbMATH Keywords

convergencenumerical examplesCauchy problemRothe methodglobal sensitivity analysisrandom initial conditionsapproximate approximationserror control/adaptivity

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

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Cited in

(3)

• Sensitivity analysis of uncertain dynamic systems using set-valued integration
• Sensitivity analysis of ODEs and DAEs — theory and implementation guide
• Relative Global Error Control in the RKQ Algorithm for Systems of Ordinary Differential Equations

Describes a project that uses

Uses Software

• Matlab

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