Uncertainty propagation in stochastic fractional order processes using spectral methods: A hybrid approach

in Communications in Nonlinear Science and Numerical Simulation (2012), 17(11), 4262-4273

Stochastic spectral methods are widely used in uncertainty propagation thanks to its ability to obtain highly accurate solution with less computational demand. A novel hybrid spectral method is proposed ... [more ▼]

Stochastic spectral methods are widely used in uncertainty propagation thanks to its ability to obtain highly accurate solution with less computational demand. A novel hybrid spectral method is proposed here that combines generalized polynomial chaos (gPC) and operational matrix approaches. The hybrid method takes advantage of gPC’s efficient handling of large parameter uncertainties and overcomes its limited applicability to systems with relatively highly correlated inputs. The hybrid method’s use of operational matrices allows analyses of systems with low input correlations without suffering its restriction to small parameter uncertainties. The hybrid method is aimed to propagate uncertainties in fractional order systems with random parameters and random inputs with low correlation lengths. It is validated through several examples with different stochastic uncertainties.Comparison with Monte Carlo and gPC demonstrates the superior computational efficiency of the proposed method. [less ▲]