Accession Number:

ADA556937

Title:

Propagation of Uncertainty in Dynamical Systems

Descriptive Note:

Technical rept.

Corporate Author:

NORTH CAROLINA STATE UNIV AT RALEIGH CENTER FOR RESEARCH IN SCIENTIFIC COMPUTATION

Personal Author(s):

Report Date:

2011-10-01

Pagination or Media Count:

7.0

Abstract:

We compare several approaches to uncertainty propagation that have been used in the literature to formulate the uncertainty in a dynamical system governed by ordinary differential equations. Specifically we focus on the evolution of probability density functions of the associated stochastic processes, and discuss their applications in different fields.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE