Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations

被引：19

作者：

Shi, Wenjie ^{[1
]}

Zhang, Chengjian ^{[1
]}

机构：

[1] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Peoples R China

来源：

APPLIED NUMERICAL MATHEMATICS | 2012年 / 62卷 / 12期

关键词：

Generalized polynomial chaos; Uncertainty quantification; Nonlinear random ordinary differential equations; Error analysis; MODELING UNCERTAINTY; NUMERICAL-METHODS;

D O I：

10.1016/j.apnum.2012.08.007

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper deals with the error analysis of generalized polynomial chaos (gPC) for nonlinear random ordinary differential equations. The analysis shows that the global error mainly relies on the projection error and the numerical error. For the deterministic systems obtained from the gPC method, a kind of numerical approach with error analysis is given. At last, a numerical experiment is carried out to support the theoretical results. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.

引用

页码：1954 / 1964

页数：11

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