Polynomial chaos for the approximation of uncertainties: Chances and limits
From MaRDI portal
Recommendations
- Wiener calculus for differential equations with uncertainties
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
- Performance evaluation of generalized polynomial chaos
- Polynomial chaos in evaluating failure probability: a comparative study.
Cites work
- A Class of Bases in L² for the Sparse Representation of Integral Operators
- Adams methods for the efficient solution of stochastic differential equations with additive noise
- Adapted polynomial chaos expansion for failure detection
- Adaptive Generalized Polynomial Chaos for Nonlinear Random Oscillators
- An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
- Asymptotic approximations for probability integrals
- Distribution of Quadratic Forms in Normal Random Variables—Evaluation by Numerical Integration
- Dynamical Properties of Truncated Wiener-Hermite Expansions
- Fast calculation of coefficients in the Smolyak algorithm
- Generalized polynomial chaos and random oscillators
- High dimensional integration of smooth functions over cubes
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 65690 (Why is no real title available?)
- scientific article; zbMATH DE number 3476465 (Why is no real title available?)
- Identification and prediction of stochastic dynamical systems in a polynomial chaos basis
- Ingredients for a general purpose stochastic finite elements implementation
- Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
- Multi-resolution analysis of Wiener-type uncertainty propagation schemes
- On advanced Monte Carlo simulation procedures in stochastic structural dynamics
- On Generating Orthogonal Polynomials
- On Latin hypercube sampling
- Remarks on a Multivariate Transformation
- Solving ordinary differential equations. II: Stiff and differential-algebraic problems.
- Stochastic method for the solution of unconstrained vector optimization problems
- The Homogeneous Chaos
- The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Uncertainty propagation using Wiener-Haar expansions
- Unconstrained global optimization using stochastic intergral equations
Cited in
(47)- Polynomial chaos for simulating random volatilities
- Uncertainty quantification and stochastic polynomial chaos expansion for recovering random data in Darcy and diffusion equations
- Stochastic Galerkin techniques for random ordinary differential equations
- Polynomial chaos approach to describe the propagation of uncertainties through gas networks
- Sparsity-promoting elastic net method with rotations for high-dimensional nonlinear inverse problem
- Model order reduction and low-dimensional representations for random linear dynamical systems
- A Monte Carlo approach to computing stiffness matrices arising in polynomial chaos approximations
- Bi-fidelity reduced polynomial chaos expansion for uncertainty quantification
- Mean-field-type games with jump and regime switching
- Multiscale uncertainty quantification with arbitrary polynomial chaos
- Optimal observations-based retrieval of topography in 2D shallow water equations using PC-EnKF
- Sensitivity analysis and model order reduction for random linear dynamical systems
- Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations
- Polynomial chaos for multirate partial differential algebraic equations with random parameters
- Efficient uncertainty quantification with the polynomial chaos method for stiff systems
- Generalised polynomial chaos for a class of linear conservation laws
- Mean-field-type games
- Solving stochastic optimal control problems by a Wiener chaos approach
- Deterministic mean-field ensemble Kalman filtering
- Modelling and Simulation of Forced Oscillators with Random Periods
- Wiener calculus for differential equations with uncertainties
- Polynomial Chaos and Its Application to Delay Differential Equations with Uncertainties
- An efficient algorithm for a certain class of robust optimization problems
- The estimation of functional uncertainty using polynomial chaos and adjoint equations
- Asymptotic Sampling Distribution for Polynomial Chaos Representation from Data: A Maximum Entropy and Fisher Information Approach
- Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
- Performance evaluation of generalized polynomial chaos
- Fundamental limitations of polynomial chaos for uncertainty quantification in systems with intermittent instabilities
- A Monomial Chaos Approach for Efficient Uncertainty Quantification in Nonlinear Problems
- An accuracy comparison of polynomial chaos type methods for the propagation of uncertainties
- Application of the polynomial chaos expansion to the simulation of chemical reactors with uncertainties
- Stochastic response surfaces based on non-intrusive polynomial chaos for uncertainty quantification
- Polynomial Approximation for a Class of Physical Random Variables
- Polynomial chaos for boundary value problems of dynamical systems
- Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
- Error Estimation of Polynomial Chaos Approximations in Transient Structural Dynamics
- Model order reduction in uncertainty quantification
- Stability preservation in stochastic Galerkin projections of dynamical systems
- Iterative polynomial approximation adapting to arbitrary probability distribution
- Generalized polynomial chaos expansions with weights
- Convergence of spectral likelihood approximation based on q-Hermite polynomials for Bayesian inverse problems
- Modelling and simulation of autonomous oscillators with random parameters
- The deep arbitrary polynomial chaos neural network or how deep artificial neural networks could benefit from data-driven homogeneous chaos theory
- Anisotropic meta-models for computationally expensive simulations in nonlinear mechanics
- On polynomial hyperreduction for nonlinear structural mechanics
- Polynomial chaos in evaluating failure probability: a comparative study.
- Application of polynomial chaos in stability and control
This page was built for publication: Polynomial chaos for the approximation of uncertainties: Chances and limits
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3503195)
