Intrusive versus non-intrusive methods for stochastic finite elements
adaptive Gauss-quadrature methodalgorithmMarkov chain Monte Carlo methodnumerical examplespolynomial chaos expansionsstochastic finite elements
PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical quadrature and cubature formulas (65D32) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
- Adaptive sparse polynomial chaos expansion based on least angle regression
- Stochastic finite element: a non intrusive approach by regression
- Sparse polynomial chaos expansions and adaptive stochastic finite elements using a regression approach
- Polynomial Chaos in Stochastic Finite Elements
- A non-intrusive model reduction approach for polynomial chaos expansion using proper orthogonal decomposition
- A multi-element non-intrusive polynomial chaos method using agglomerative clustering based on the derivatives to study irregular and discontinuous quantities of interest
- Intrusive generalized polynomial chaos with asynchronous time integration for the solution of the unsteady Navier-Stokes equations
- A new non-intrusive polynomial chaos using higher order sensitivities
- Adapted polynomial chaos expansion for failure detection
- A non-intrusive model reduction approach for polynomial chaos expansion using proper orthogonal decomposition
- Nonintrusive polynomial chaos expansions for sensitivity analysis in stochastic differential equations
This page was built for publication: Intrusive versus non-intrusive methods for stochastic finite elements
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3516981)