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[00903] Port-Hamiltonian form and stochastic Galerkin method for ordinary differential equations

  • Session Time & Room : 2E (Aug.22, 17:40-19:20) @E505
  • Type : Contributed Talk
  • Abstract : We consider systems of ordinary differential equations (ODEs) including random variables. Based on a polynomial chaos expansion, a stochastic Galerkin approach yields a larger deterministic system of ODEs. We investigate port-Hamiltonian formulations of the original systems and the Galerkin systems. A structure-preserving stochastic Galerkin projection is constructed, which produces a larger port-Hamiltonian system. Furthermore, the associated Hamiltonian functions are compared. We present results of numerical computations using a test example.
  • Classification : 65L05, 34F05, uncertainty quantification
  • Format : Talk at Waseda University
  • Author(s) :
    • Roland Pulch (University of Greifswald)