Solving continuous models with dependent uncertainty: a computational approach

DOI10.1155/2013/983839MaRDI QIDQ2319338zbMATH OpenOpenAlexWikidataFDO

Authors Juan Cortés, J.-V. Romero, M.-D. Roselló, Francisco J. Santonja, R.-J. Villanueva

Publication date 16 August 2019

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2013/983839

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Random operators and equations (aspects of stochastic analysis) (60H25) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• Epidemic models with random coefficients
• scientific article; zbMATH DE number 3176450 (Why is no real title available?)
• scientific article; zbMATH DE number 49187 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Modeling epidemics caused by respiratory syncytial virus (RSV)
• Random coefficient differential models of growth of anaerobic photosynthetic bacteria
• Random differential equations in science and engineering
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

Cited in

(6)

• 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 random Hamiltonian systems by using polynomial expansions and geometric integrators
• Uncertainty quantification for nonlinear difference equations with dependent random inputs via a stochastic Galerkin projection technique
• 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
• Is it worthwhile considering orthogonality in generalised polynomial chaos expansions applied to solving stochastic models?

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