dc.contributor.author |
Calatayud-Gregori, Julia
|
es_ES |
dc.contributor.author |
Cortés, J.-C.
|
es_ES |
dc.contributor.author |
Jornet-Sanz, Marc
|
es_ES |
dc.date.accessioned |
2019-06-28T20:03:47Z |
|
dc.date.available |
2019-06-28T20:03:47Z |
|
dc.date.issued |
2018 |
es_ES |
dc.identifier.issn |
2008-1898 |
es_ES |
dc.identifier.uri |
http://hdl.handle.net/10251/122869 |
|
dc.description.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, 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. |
es_ES |
dc.description.sponsorship |
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), Universitat Polit écnica de València. |
|
dc.language |
Inglés |
es_ES |
dc.publisher |
International Scientific Research Publications MY SDN. BHD. |
es_ES |
dc.relation.ispartof |
The Journal of Nonlinear Sciences and Applications |
es_ES |
dc.rights |
Reserva de todos los derechos |
es_ES |
dc.subject |
Adaptive gPC |
es_ES |
dc.subject |
Stochastic Galerkin projection technique |
es_ES |
dc.subject |
Non-linear random difference equations |
es_ES |
dc.subject |
Uncertainty quantification |
es_ES |
dc.subject |
Numerical analysis |
es_ES |
dc.subject.classification |
MATEMATICA APLICADA |
es_ES |
dc.title |
On the convergence of adaptive gPC for non-linear random difference equations:
Theoretical analysis and some practical recommendations |
es_ES |
dc.type |
Artículo |
es_ES |
dc.identifier.doi |
10.22436/jnsa.011.09.06 |
es_ES |
dc.relation.projectID |
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/ |
es_ES |
dc.rights.accessRights |
Cerrado |
es_ES |
dc.contributor.affiliation |
Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada |
es_ES |
dc.contributor.affiliation |
Universitat Politècnica de València. Instituto Universitario de Matemática Multidisciplinar - Institut Universitari de Matemàtica Multidisciplinària |
es_ES |
dc.description.bibliographicCitation |
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 |
es_ES |
dc.description.accrualMethod |
S |
es_ES |
dc.relation.publisherversion |
http://doi.org/10.22436/jnsa.011.09.06 |
es_ES |
dc.description.upvformatpinicio |
1077 |
es_ES |
dc.description.upvformatpfin |
1084 |
es_ES |
dc.type.version |
info:eu-repo/semantics/publishedVersion |
es_ES |
dc.description.volume |
11 |
es_ES |
dc.description.issue |
9 |
es_ES |
dc.relation.pasarela |
S\363589 |
es_ES |
dc.contributor.funder |
Agencia Estatal de Investigación |
es_ES |