Polynomial Chaos for random fractional order differential equations

作者：

Highlights：

• Study the application of the generalized Polynomial Chaos (gPC) to random fractional ordinary differential equation.

• The method deals with uncertainties from the real world.

• Polynomial Chaos is faster compared to the standard Monte Carlo method.

• Polynomial Chaos method in conjunction with Richardson extrapolation is a reliable and accurate method.

• Richardson extrapolation improves the accuracy.

摘要

•Study the application of the generalized Polynomial Chaos (gPC) to random fractional ordinary differential equation.•The method deals with uncertainties from the real world.•Polynomial Chaos is faster compared to the standard Monte Carlo method.•Polynomial Chaos method in conjunction with Richardson extrapolation is a reliable and accurate method.•Richardson extrapolation improves the accuracy.

论文关键词：Random fractional differential equations,Polynomial Chaos,Random inputs,Uncertainty,Richardson extrapolation

论文评审过程：Available online 13 November 2013.

论文官网地址：https://doi.org/10.1016/j.amc.2013.10.051