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国际不确定性的量化期刊
影响因子: 3.259 5年影响因子: 2.547 SJR: 0.417 SNIP: 0.8 CiteScore™: 1.52

ISSN 打印: 2152-5080
ISSN 在线: 2152-5099

Open Access

国际不确定性的量化期刊

DOI: 10.1615/Int.J.UncertaintyQuantification.v1.i3.30
pages 223-240

POLYNOMIAL CHAOS FOR LINEAR DIFFERENTIAL ALGEBRAIC EQUATIONS WITH RANDOM PARAMETERS

Roland Pulch
Department of Mathematics and Computer Science University of Greifswald Domstraße 11, 17489 Greifswald, Germany

ABSTRACT

Technical applications are often modeled by systems of differential algebraic equations. The systems may include parameters that involve some uncertainties. We arrange a stochastic model for uncertainty quantification in the case of linear systems of differential algebraic equations. The generalized polynomial chaos yields a larger linear system of differential algebraic equations, whose solution represents an approximation of the corresponding random process. We prove sufficient conditions such that the larger system inherits the index of the original system. Furthermore, the choice of consistent initial values is discussed. Finally, we present numerical simulations of this stochastic model.


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