A stochastic collocation method for large classes of mechanical problems with uncertain parameters

Abstract

The paper presents a self-contained and didactic approach to the stochastic collocation method. The method relies on the Lagrange polynomials and the Gauss quadrature rule. It is presented for large classes of mechanical problems, i.e. static problems, dynamic problems and spectral problems. After a general presentation of each of them, examples and results are provided. Numerical results show the high rate of convergence of the proposed method.