Modelling and simulation of autonomous oscillators with random parameters

DOI10.1016/j.matcom.2010.10.028zbMath1219.65011OpenAlexW1989345176MaRDI QIDQ632731

Roland Pulch

Publication date: 25 March 2011

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2010.10.028

zbMATH Keywords

Galerkin methodnumerical examplescalculus of variationsrandom processdifferential algebraic equationoptimal solutionpolynomial chaosuncertain quantificationautonomous oscillatorminimal total variancephase condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Numerical methods for differential-algebraic equations (65L80) Numerical chaos (65P20)

Related Items (3)

Modelling and Simulation of Forced Oscillators with Random Periods ⋮ Sensitivity analysis and model order reduction for random linear dynamical systems ⋮ Generalized polynomial chaos for nonlinear random delay differential equations

Uses Software

• RODAS

Cites Work

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• Adaptive Generalized Polynomial Chaos for Nonlinear Random Oscillators
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• High-Order Collocation Methods for Differential Equations with Random Inputs

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