Generalized Polynomial Chaos for Nonlinear Random Pantograph Equations

被引：3

作者：

Wen-jie SHI ^{[1
]}

Cheng-jian ZHANG ^{[2
]}

机构：

[1] School of mathematics and statistics,Huazhong University of Science and Technology

[2] School of Mathematics and Computer Science,Wuhan Textile University

来源：

ActaMathematicaeApplicataeSinica | 2016年 / 32卷 / 03期

基金：

中国国家自然科学基金;

关键词：

generalized polynomial chaos; random pantograph equations; error estimation; finite-dimensional noise;

D O I：

暂无

中图分类号：

O211.63 [随机微分方程];

学科分类号：

摘要：

This paper is concerned with the application of generalized polynomial chaos(gPC) method to nonlinear random pantograph equations. An error estimation of gPC method is derived. The global error analysis is given for the error arising from finite-dimensional noise(FDN) assumption, projection error, aliasing error and discretization error. In the end, with several numerical experiments, the theoretical results are further illustrated.

引用

页码：685 / 700

页数：16

共 50 条

[21] Comparison of polynomial chaos and Monte Carlo for random ordinary differential equations
Cayama, Jorgey
Gonzalez-Parra, Gilberto
CIENCIA E INGENIERIA, 2012, 33 (01): : 9 - 19
[22] Computing Invariant Sets of Random Differential Equations Using Polynomial Chaos
Breden, Maxime
Kuehn, Christian
SIAM JOURNAL ON APPLIED DYNAMICAL SYSTEMS, 2020, 19 (01): : 577 - 618
[23] Uncertainty quantification of nonlinear distributed parameter systems using generalized polynomial chaos
Janya-anurak, Chettapong
Bernard, Thomas
Beyerer, Juergen
AT-AUTOMATISIERUNGSTECHNIK, 2019, 67 (04) : 283 - 303
[24] Generalized Hermite Polynomial Chaos for Variability Analysis of Macromodels Embedded in Nonlinear Circuits
Rufuie, Mehrdad Rahimzadeh
Gad, Emad
Nakhla, Michel
Achar, Ramachandra
IEEE TRANSACTIONS ON COMPONENTS PACKAGING AND MANUFACTURING TECHNOLOGY, 2014, 4 (04): : 673 - 684
[25] Uncertainty quantification/propagation in nonlinear models Robust reduction - generalized polynomial chaos
Chikhaoui, Khaoula
Bouhaddi, Noureddine
Kacem, Najib
Guedri, Mohamed
Soula, Mohamed
ENGINEERING COMPUTATIONS, 2017, 34 (04) : 1082 - 1106
[26] Adaptive polynomial chaos expansions applied to statistics of extremes in nonlinear random vibration
Li, R
Ghanem, R
PROBABILISTIC ENGINEERING MECHANICS, 1998, 13 (02) : 125 - 136
[27] Generalized Gamma-Laguerre Polynomial Chaos to Model Random Bending of Wearable Antennas
Rogier, Hendrik
IEEE ANTENNAS AND WIRELESS PROPAGATION LETTERS, 2022, 21 (06): : 1243 - 1247
[28] Robust design optimization under dependent random variables by a generalized polynomial chaos expansion
Dongjin Lee
Sharif Rahman
Structural and Multidisciplinary Optimization, 2021, 63 : 2425 - 2457
[29] GENERALIZED POLYNOMIAL CHAOS EXPANSIONS WITH WEIGHTS
Obermaier, Josef
Stavropoulou, Faidra
JOURNAL OF COMPUTATIONAL ANALYSIS AND APPLICATIONS, 2015, 18 (01) : 30 - 45
[30] Performance evaluation of generalized polynomial chaos
Xiu, DB
Lucor, D
Su, CH
Karniadakis, GE
COMPUTATIONAL SCIENCE - ICCS 2003, PT IV, PROCEEDINGS, 2003, 2660 : 346 - 354

← 1 2 3 4 5 →