Multi-element stochastic spectral projection for high quantile estimation

DOI10.1016/J.JCP.2013.01.012zbMath1349.62099OpenAlexW1980711053MaRDI QIDQ347642

Josselin Garnier, Jordan Ko

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2013.01.012

zbMATH Keywords

numerical quadraturequantile estimationgeneralized polynomial chaosanisotropic quadraturemetamodelsmulti-element refinementmultiple design pointssparse-tensor quadrature

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Related Items (1)

The Algebraic Method in Quadrature for Uncertainty Quantification

Uses Software

• PATSYM
• HRMSYM

Cites Work

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• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
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