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Particle Based gPC Methods for Mean-Field Models of Swarming with Uncertainty

Particle Based gPC Methods for Mean-Field Models of Swarming with Uncertainty

In this work we focus on the construction of numerical schemes for the approximation of stochastic mean-field equations which preserve the nonnegativity of the solution.The method here developed makes use of a mean-field Monte Carlo method in the physical variables combined with a generalized Polynomial Chaos (gPC) expansion in the …