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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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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


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