On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations
comunitat-uji-handle:10234/9
comunitat-uji-handle2:10234/43662
comunitat-uji-handle3:10234/43643
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http://dx.doi.org/10.22436/jnsa.011.09.06 |
Metadatos
Título
On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendationsFecha de publicación
2018-06-19Editor
International Scientific Research PublicationsISSN
2008-1898; 2008-1901Cita bibliográfica
Calatayud, J., Cortés, J. C., & Jornet, M. (2018). On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations. Journal of Nonlinear Sciences & Applications (JNSA), 11(9).Tipo de documento
info:eu-repo/semantics/articleVersión de la editorial
https://www.isr-publications.com/jnsa/articles-7147-on-the-convergence-of-adapti ...Versión
info:eu-repo/semantics/publishedVersionPalabras clave / Materias
Resumen
In this paper, the application of adaptive generalized polynomial chaos (gPC) to quantify the uncertainty for non-linear
random difference equations is analyzed. It is proved in detail that, under certain assumptions, ... [+]
In this paper, the application of adaptive generalized polynomial chaos (gPC) to quantify the uncertainty for non-linear
random difference equations is analyzed. It is proved in detail that, under certain assumptions, the stochastic Galerkin projection
technique converges algebraically in mean square to the solution process of the random recursive equation. The effect of the
numerical errors on the convergence is also studied. A full numerical experiment illustrates our theoretical findings and gives
useful insights to reduce the accumulation of numerical errors in practice. [-]
Publicado en
Journal of Nonlinear Sciences and Applications (JNSA), Vol. 11 (2018)Entidad financiadora
Ministerio de Economía y Competitividad | Universitat Politècnica de València
Código del proyecto o subvención
MTM2017–89664–P
Título del proyecto o subvención
Programa de Ayudas de Investigación y Desarrollo (PAID)
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