Long Time Prediction of Uncertain Systems Using Singular Perturbation
This paper considers the problem of long time prediction of uncertain dynamic systems. Spectral methods such as polynomial chaos expansion (PCE) provides a suitable alternative for classical Monte Carlo method with lower computational load. However, polynomial chaos expansion has a major drawback of long time integration error. In this paper, we will apply singular perturbation (SP) method for reducing long time integration error. Using SP the accuracy of long time predictions are improved with comparable computational load. We will apply SP to illustrative exemplify problems to show effectiveness of our approach. Moreover, we will illustrate application of SP together with a model order reduction tool to reduce long time integration error as applied to distributed parameter.