On the relationship between the stochastic Galerkin method and the pseudo-spectral collocation method for linear differential algebraic equations

DOI10.1007/s10665-017-9909-7zbMath1387.65078OpenAlexW2619716728MaRDI QIDQ1703628

Paolo Manfredi, Dries Vande Ginste, Daniël De Zutter

Publication date: 7 March 2018

Published in: Journal of Engineering Mathematics (Search for Journal in Brave)

Full work available at URL: https://biblio.ugent.be/publication/8550876

zbMATH Keywords

orthogonal polynomialsJacobi polynomialsLegendre polynomialsmatrix factorizationpolynomial chaosstochastic Galerkin methodstochastic collocation methodlinear differential algebraic equationsmulticonductor transmission lineadaptive Gauss-Kronrod quadratureRLC-circuit

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Numerical methods for differential-algebraic equations (65L80)

Related Items (1)

Sensitivity analysis of random linear differential-algebraic equations using system norms

Uses Software

• FERUM

Cites Work

• Efficient uncertainty quantification of a fully nonlinear and dispersive water wave model with random inputs
• Modeling uncertainty in flow simulations via generalized polynomial chaos.
• Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations
• Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison
• Stochastic formulation of SPICE-type electronic circuit simulation with polynomial chaos
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Calculation of Gauss Quadrature Rules
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