On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations

Abstract

This work has been supported by Spanish Ministerio de Econom´ia y Competitividad grant MTM2017– 89664–P. Marc Jornet acknowledges the doctorate scholarship granted by Programa de Ayudas de Investigacion y Desarrollo (PAID), Universitat Polit ecnica de Valencia.