Modelling and simulation of autonomous oscillators with random parameters
We consider periodic problems of autonomous systems of ordinary differential equations or differential algebraic equations. To quantify uncertainties of physical parameters, we introduce random variables in the systems. Phase conditions are required to compute the resulting periodic random process. It follows that the variance of the process depends on the choice of the phase condition. We derive a necessary condition for a random process with a minimal total variance by the calculus of variations. A corresponding numerical method is constructed based on the generalised polynomial chaos. We present numerical simulations of two test examples. (C) 2010 IMACS. Published by Elsevier B.V. All rights reserved.
ordinary differential equation differential algebraic equation calculus of variations polynomial chaos uncertainty quantification