Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
From MaRDI portal
Publication:4652343
DOI10.1137/S1064827503426863zbMath1075.65014OpenAlexW2072273591MaRDI QIDQ4652343
No author found.
Publication date: 25 February 2005
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1064827503426863
Probability distributions: general theory (60E05) Numerical quadrature and cubature formulas (65D32)
Related Items (17)
Moving least-squares approximations for linearly-solvable stochastic optimal control problems ⋮ The cubature Kalman filter revisited ⋮ Probability density evolution analysis of engineering structures via cubature points ⋮ Fully Symmetric Kernel Quadrature ⋮ Cubature formulae for the Gaussian weight. Some old and new rules. ⋮ A novel fifth-degree strong tracking cubature Kalman filter for two-dimensional maneuvering target tracking ⋮ Performance of cubature formulae in probabilistic model analysis and optimization ⋮ An analysis of polynomial chaos approximations for modeling single-fluid-phase flow in porous medium systems ⋮ Computing integrals involved the Gaussian function with a small standard deviation ⋮ Stochastic Collocation Methods for Nonlinear Parabolic Equations with Random Coefficients ⋮ Symmetry exploits for Bayesian cubature methods ⋮ Design of high-degree Student's \(t\)-based cubature filters ⋮ Efficient cubature rules ⋮ A novel fifth-degree cubature Kalman filter approaching the lower bound on the number of cubature points ⋮ Cubature formulas for symmetric measures in higher dimensions with few points ⋮ Reliability computation via a transformed mixed-degree cubature rule and maximum entropy ⋮ Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
Uses Software
This page was built for publication: Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
