[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.
