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On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations
dc.contributor.author | Calatayud, Julia | |
dc.contributor.author | Cortés, Juan Carlos | |
dc.contributor.author | Jornet, Marc | |
dc.date.accessioned | 2022-11-30T17:11:52Z | |
dc.date.available | 2022-11-30T17:11:52Z | |
dc.date.issued | 2018-06-19 | |
dc.identifier.citation | 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). | ca_CA |
dc.identifier.issn | 2008-1898 | |
dc.identifier.issn | 2008-1901 | |
dc.identifier.uri | http://hdl.handle.net/10234/201007 | |
dc.description.abstract | 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. | ca_CA |
dc.format.extent | 8 p. | ca_CA |
dc.language.iso | eng | ca_CA |
dc.publisher | International Scientific Research Publications | ca_CA |
dc.relation | Programa de Ayudas de Investigación y Desarrollo (PAID) | ca_CA |
dc.relation.isPartOf | Journal of Nonlinear Sciences and Applications (JNSA), Vol. 11 (2018) | ca_CA |
dc.rights | © 2018 All rights reserved. | ca_CA |
dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | ca_CA |
dc.subject | adaptive gPC | ca_CA |
dc.subject | stochastic Galerkin projection technique | ca_CA |
dc.subject | non-linear random difference equations | ca_CA |
dc.subject | uncertainty quantification | ca_CA |
dc.subject | numerical analysis | ca_CA |
dc.subject | 65Q10 | ca_CA |
dc.subject | 60H35 | ca_CA |
dc.subject | 39A50 | ca_CA |
dc.subject | 93E03 | ca_CA |
dc.title | On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations | ca_CA |
dc.type | info:eu-repo/semantics/article | ca_CA |
dc.identifier.doi | http://dx.doi.org/10.22436/jnsa.011.09.06 | |
dc.rights.accessRights | info:eu-repo/semantics/restrictedAccess | ca_CA |
dc.relation.publisherVersion | https://www.isr-publications.com/jnsa/articles-7147-on-the-convergence-of-adaptive-gpc-for-non-linear-random-difference-equations-theoretical-analysis-and-some-practical-recommendations | ca_CA |
dc.type.version | info:eu-repo/semantics/publishedVersion | ca_CA |
project.funder.name | Ministerio de Economía y Competitividad | ca_CA |
project.funder.name | Universitat Politècnica de València | ca_CA |
oaire.awardNumber | MTM2017–89664–P | ca_CA |
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