DESIGN UNDER UNCERTAINTY EMPLOYING STOCHASTIC EXPANSION METHODS

DOI10.1615/IntJUncertaintyQuantification.v1.i2.20zbMath1225.65064OpenAlexW4384659402MaRDI QIDQ3173246

Michael S. Eldred

Publication date: 23 September 2011

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1615/intjuncertaintyquantification.v1.i2.20

zbMATH Keywords

cubaturesamplingconvergencestochastic optimizationnumerical exampleslinear regressionuncertainty quantificationpolynomial chaosstochastic collocationcomputational designtensor-product quadraturestochastic sensitivity analysisSmolyak sparse grid approaches

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Computation of special functions and constants, construction of tables (65D20)

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Uses Software

• DAKOTA
• NPSOL

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