Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design

DOI10.1137/S1064827503426863MaRDI QIDQ4652343zbMATH OpenOpenAlexFDO

Authors James Lu, David L. Darmofal

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

zbMATH Keywords

Gaussian weightnumerical examplesnumerical integrationprobabilistic designvariance calculations

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Numerical quadrature and cubature formulas (65D32)

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Cited in

(19)

• A novel fifth-degree strong tracking cubature Kalman filter for two-dimensional maneuvering target tracking
• Probability density evolution analysis of engineering structures via cubature points
• Computing integrals involved the Gaussian function with a small standard deviation
• Reliability computation via a transformed mixed-degree cubature rule and maximum entropy
• Cubature formulae for the Gaussian weight. Some old and new rules.
• 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
• An analysis of polynomial chaos approximations for modeling single-fluid-phase flow in porous medium systems
• The cubature Kalman filter revisited
• Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
• Moving least-squares approximations for linearly-solvable stochastic optimal control problems
• Cubature formulas for symmetric measures in higher dimensions with few points
• Fully Symmetric Kernel Quadrature
• Performance of cubature formulae in probabilistic model analysis and optimization
• Stochastic collocation methods for nonlinear parabolic equations with random coefficients
• Application of improved simplex quadrature cubature Kalman filter in nonlinear dynamic system
• Tikhonov regularization as a nonparametric method for uncertainty quantification in aggregate data problems

Describes a project that uses

Uses Software

• PATSYM
• HRMSYM

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