Adjoint Error Estimation for a Pseudo‐Spectral Approach to Stochastic Field‐Circuit Coupled Problems

This work is concerned with the numerical approximation of random differential-algebraic equations (DAE), arising from electric field-circuit coupled problems. Using the adjoint DAE, the stochastic collation error is analyzed. The error can be evaluated using a collocation method of the same polynomial degree for the adjoint DAE. In particular, there is no need for constructing a solution of higher polynomial degree. The accuracy of the estimator is illustrated by a numerical example. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)