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On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations

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On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations

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Calatayud-Gregori, J.; Cortés, J.; Jornet-Sanz, M. (2018). On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations. The Journal of Nonlinear Sciences and Applications. 11(9):1077-1084. https://doi.org/10.22436/jnsa.011.09.06

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/122869

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Title: On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations
Author: Calatayud-Gregori, Julia Cortés, J.-C. Jornet-Sanz, Marc
UPV Unit: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Universitat Politècnica de València. Instituto Universitario de Matemática Multidisciplinar - Institut Universitari de Matemàtica Multidisciplinària
Issued date:
Abstract:
[EN] 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, ...[+]
Subjects: Adaptive gPC , Stochastic Galerkin projection technique , Non-linear random difference equations , Uncertainty quantification , Numerical analysis
Copyrigths: Cerrado
Source:
The Journal of Nonlinear Sciences and Applications. (issn: 2008-1898 )
DOI: 10.22436/jnsa.011.09.06
Publisher:
International Scientific Research Publications MY SDN. BHD.
Publisher version: http://doi.org/10.22436/jnsa.011.09.06
Project ID:
info:eu-repo/grantAgreement/AEI/Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016/MTM2017-89664-P/ES/PROBLEMAS DINAMICOS CON INCERTIDUMBRE SIMULABLE: MODELIZACION MATEMATICA, ANALISIS, COMPUTACION Y APLICACIONES/
Thanks:
This work has been supported by Spanish Ministerio de Econom´ıa y Competitividad grant MTM2017– 89664–P. Marc Jornet acknowledges the doctorate scholarship granted by Programa de Ayudas de Investigacion y Desarrollo (PAID), ...[+]
Type: Artículo

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