Generalized Gamma-Laguerre Polynomial Chaos to Model Random Bending of Wearable Antennas

Generalized polynomial chaos and random oscillators

We present a new approach to obtain solutions for general random oscillators using a broad class of polynomial chaos expansions, which are more efficient than the classical Wiener–Hermite expansions. The approach is general but here we present results for linear oscillators only with random forcing or random coefficients. In this context, we are able to obtain relatively sharp error estimates i...

Time-dependent generalized polynomial chaos

Article history: Received 11 May 2009 Received in revised form 11 June 2010 Accepted 21 July 2010 Available online 13 August 2010

Performance Evaluation of Generalized Polynomial Chaos

In this paper we review some applications of generalized polynomial chaos expansion for uncertainty quantification. The mathematical framework is presented and the convergence of the method is demonstrated for model problems. In particular, we solve the first-order and second-order ordinary differential equations with random parameters, and examine the efficiency of generalized polynomial chaos...

Classification Algorithms based on Generalized Polynomial Chaos

Polynomial chaos for simulating random volatilities

In financial mathematics, the fair price of options can be achieved by solutions of parabolic differential equations. The volatility usually enters the model as a constant parameter. However, since this constant has to be estimated with respect to the underlying market, it makes sense to replace the volatility by an according random variable. Consequently, a differential equation with stochasti...