A polynomial dimensional decomposition for stochastic computing
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Cites work
- A Class of Statistics with Asymptotically Normal Distribution
- General foundations of high-dimensional model representations
- scientific article; zbMATH DE number 1715058 (Why is no real title available?)
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- The Homogeneous Chaos
- The jackknife estimate of variance
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- Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations
- Hybrid dimension reduction for mechanism reliability analysis with random joint clearances
- Multiplication-free evaluation of polynomials via a stochastic Bernstein representation
- Cost reduction of stochastic Galerkin method by adaptive identification of significant polynomial chaos bases for elliptic equations
- Uncertainty quantification under dependent random variables by a generalized polynomial dimensional decomposition
- A new reliability-based design optimization framework using isogeometric analysis
- A confidence-based reliability optimization with single loop strategy and second-order reliability method
- Stochastic isogeometric analysis on arbitrary multipatch domains by spline dimensional decomposition
- Stochastic isogeometric analysis in linear elasticity
- Practical uncertainty quantification analysis involving statistically dependent random variables
- Kriging-sparse polynomial dimensional decomposition surrogate model with adaptive refinement
- Adaptive sparse polynomial dimensional decomposition for derivative-based sensitivity
- Dimensionwise multivariate orthogonal polynomials in general probability spaces
- Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation
- The \(f\)-sensitivity index
- A sparse grid method for Bayesian uncertainty quantification with application to large eddy simulation turbulence models
- Approximate dynamic programming based on high dimensional model representation
- Uncertainty quantification of high-dimensional complex systems by multiplicative polynomial dimensional decompositions
- Karhunen-Loève decomposition of random fields based on a hierarchical matrix approach
- Stochastic finite elements of discretely parameterized random systems on domains with boundary uncertainty
- An adaptive spectral Galerkin stochastic finite element method using variability response functions
- On the dual iterative stochastic perturbation-based finite element method in solid mechanics with Gaussian uncertainties
- Stochastic projection schemes for deterministic linear elliptic partial differential equations on random domains
- eXtended stochastic finite element method for the numerical simulation of heterogeneous materials with random material interfaces
- High-dimensional model representation for structural reliability analysis: Authors' reply to comments by S. Rahman and H. Xu
- Orthogonal polynomial expansions for solving random eigenvalue problems
- Mathematical properties of polynomial dimensional decomposition
- Approximation errors in truncated dimensional decompositions
- Robust design optimization with bivariate quality characteristics
- Efficient reliability analysis based on Bayesian framework under input variable and metamodel uncertainties
- Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing
- Functional ANOVA with multiple distributions: implications for the sensitivity analysis of computer experiments
- Error estimation in a stochastic finite element method in electrokinetics
- A generalized dimension‐reduction method for multidimensional integration in stochastic mechanics
- Numerical convergence and error analysis for the truncated iterative generalized stochastic perturbation-based Finite element method
- A nonlinear stochastic finite element method for solving elastoplastic problems with uncertainties
- An efficient reduced‐order method for stochastic eigenvalue analysis
- Application of high-credible statistical results calculation scheme based on least squares quasi-Monte Carlo method in multimodal stochastic problems
- An iterative polynomial chaos approach toward stochastic elastostatic structural analysis with non-Gaussian randomness
- Uncertainty quantification by optimal spline dimensional decomposition
- Dimensional decomposition-aided metamodels for uncertainty quantification and optimization in engineering: a review
- Generalized polynomial chaos expansion by reanalysis using static condensation based on substructuring
- Gradient-enhanced spline dimensional decomposition for uncertainty quantification with limited training samples
- Interpolation-based optimal knot selection in spline dimensional decomposition for uncertainty quantification in dynamical systems
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