Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems

DOI10.1016/j.jcp.2020.110044OpenAlexW3107290328MaRDI QIDQ2124875

Hugo Esquivel, Arun Prakash, Guang Lin

Publication date: 11 April 2022

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.01496

zbMATH Keywords

uncertainty quantificationlong-time integrationstochastic flow map(nonlinear) stochastic dynamical systemsflow-driven spectral chaos (FSC)TD-gPC

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Numerical methods for partial differential equations, boundary value problems (65Nxx) Probabilistic methods, stochastic differential equations (65Cxx)

Related Items

Multi-element flow-driven spectral chaos (ME-FSC) method for uncertainty quantification of dynamical systems ⋮ A stochastic Galerkin method with adaptive time-stepping for the Navier-Stokes equations

Uses Software

• Matlab

Cites Work

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