Polynomial chaos representation of databases on manifolds
DOI10.1016/j.jcp.2017.01.031zbMath1375.60028OpenAlexW2582863392MaRDI QIDQ1685427
Christian Soize, Roger G. Ghanem
Publication date: 14 December 2017
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://hal-upec-upem.archives-ouvertes.fr/hal-01448413/file/publi-2017-JCP-335%28%29201-221-soize-ghanem-preprint.pdf
generatordiffusion mapspolynomial chaos expansionmeasure concentrationstatistics on manifoldsconcentration of probabilityMCMC generatorprobability distribution on manifoldsrandom sampling generatorarbitrary probability measure
Random matrices (probabilistic aspects) (60B20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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