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
comunitat-uji-handle:10234/9
comunitat-uji-handle2:10234/43662
comunitat-uji-handle3:10234/43643
comunitat-uji-handle4:
INVESTIGACIONMetadades
Títol
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 simulationData de publicació
2018-12Editor
De GruyterISSN
2391-5455Cita bibliogràfica
Calatayud, J., Cortés, J. C., & Jornet, M. (2018). 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. Open Mathematics, 16(1), 1651-1666.Tipus de document
info:eu-repo/semantics/articleVersió
info:eu-repo/semantics/publishedVersionParaules clau / Matèries
Resum
This paper presents a methodology to quantify computationally the uncertainty in a class of differential equations often met in Mathematical Physics, namely random non-autonomous second-order linear differential ... [+]
This paper presents a methodology to quantify computationally the uncertainty in a class of differential equations often met in Mathematical Physics, namely random non-autonomous second-order linear differential equations, via adaptive generalized Polynomial Chaos (gPC) and the stochastic Galerkin projection technique. Unlike the random Fröbenius method, which can only deal with particular random linear differential equations and needs the random inputs (coefficients and forcing term) to be analytic, adaptive gPC allows approximating the expectation and covariance of the solution stochastic process to general random second-order linear differential equations. The random inputs are allowed to functionally depend on random variables that may be independent or dependent, both absolutely continuous or discrete with infinitely many point masses. These hypotheses include a wide variety of particular differential equations, which might not be solvable via the random Fröbenius method, in which the random input coefficients may be expressed via a Karhunen-Loève expansion. [-]
Publicat a
Open Mathematics, Vol.16, Issue 1 (2018)Entitat finançadora
Ministerio de Economía y Competitividad | Universitat Politècnica de València
Codi del projecte o subvenció
MTM2017–89664–P
Títol del projecte o subvenció
Programa de Ayudas de Investigación y Desarrollo (PAID)
Drets d'accés
© 2018 Calatayud et al., published by De Gruyter
info:eu-repo/semantics/openAccess
info:eu-repo/semantics/openAccess
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