Polynomial chaos expansions for dependent random variables
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Publication:2173605
DOI10.1016/J.CMA.2019.03.049zbMath1441.65014arXiv1903.09682OpenAlexW2924441742WikidataQ115063497 ScholiaQ115063497MaRDI QIDQ2173605
Michael S. Eldred, Dirk Plfüger, Fabian Franzelin, John D. Jakeman, Akil C. Narayan
Publication date: 17 April 2020
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.09682
interpolationquadratureuncertainty quantificationpolynomial chaos expansionLeja sequenceNataf transformation
Computational methods for problems pertaining to probability theory (60-08) General theory of stochastic processes (60G07) Numerical solutions to stochastic differential and integral equations (65C30)
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