Polynomial chaos expansions for dependent random variables
From MaRDI portal
Publication:2173605
DOI10.1016/j.cma.2019.03.049zbMath1441.65014arXiv1903.09682OpenAlexW2924441742WikidataQ115063497 ScholiaQ115063497MaRDI QIDQ2173605
Michael S. Eldred, Dirk Plfüger, Fabian Franzelin, John D. Jakeman, Akil C. Narayan
Publication date: 17 April 2020
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.09682
interpolationquadratureuncertainty quantificationpolynomial chaos expansionLeja sequenceNataf transformation
Computational methods for problems pertaining to probability theory (60-08) General theory of stochastic processes (60G07) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items
An Adaptive Sampling and Domain Learning Strategy for Multivariate Function Approximation on Unknown Domains ⋮ Bayesian inversion using adaptive polynomial chaos kriging within subset simulation ⋮ Uncertainty quantification for random Hamiltonian systems by using polynomial expansions and geometric integrators ⋮ Non-intrusive reduced-order modeling for uncertainty quantification of space-time-dependent parameterized problems ⋮ Global sensitivity analysis on numerical solver parameters of particle-in-cell models in particle accelerator systems ⋮ High-order spectral method of density estimation for stochastic differential equation driven by multivariate Gaussian random variables ⋮ An hp‐adaptive multi‐element stochastic collocation method for surrogate modeling with information re‐use ⋮ Stochastic dynamic analysis of composite plates in thermal environments using nonlinear autoregressive model with exogenous input in polynomial chaos expansion surrogate ⋮ Multifidelity uncertainty quantification with models based on dissimilar parameters ⋮ Past, current and future trends and challenges in non-deterministic fracture mechanics: a review ⋮ A Stieltjes Algorithm for Generating Multivariate Orthogonal Polynomials ⋮ Towards optimal sampling for learning sparse approximation in high dimensions ⋮ Emulation of Stochastic Simulators Using Generalized Lambda Models ⋮ Variance-based adaptive sequential sampling for polynomial chaos expansion ⋮ Cholesky-Based Experimental Design for Gaussian Process and Kernel-Based Emulation and Calibration ⋮ Fast sparse grid operations using the unidirectional principle: a generalized and unified framework
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Tensor-Train Decomposition
- Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies
- Sparse Legendre expansions via \(\ell_1\)-minimization
- A non-adapted sparse approximation of PDEs with stochastic inputs
- Time-dependent generalized polynomial chaos
- Sparse pseudospectral approximation method
- Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection
- Newton interpolation at Leja points
- Computing approximate Fekete points by QR factorizations of Vandermonde matrices
- Numerical approach for quantification of epistemic uncertainty
- Fast Leja points
- High dimensional polynomial interpolation on sparse grids
- Generation and application of multivariate polynomial quadrature rules
- Goal-oriented adaptive surrogate construction for stochastic inversion
- Gradient-based optimization for regression in the functional tensor-train format
- A flexible numerical approach for quantification of epistemic uncertainty
- Non-intrusive low-rank separated approximation of high-dimensional stochastic models
- On the convergence of generalized polynomial chaos expansions
- Approximation of Quantities of Interest in Stochastic PDEs by the Random Discrete $L^2$ Projection on Polynomial Spaces
- Adaptive Construction of Surrogates for the Bayesian Solution of Inverse Problems
- Inverse problems: A Bayesian perspective
- Stochastic Collocation Methods on Unstructured Grids in High Dimensions via Interpolation
- Subsampled Gauss Quadrature Nodes for Estimating Polynomial Chaos Expansions
- On Discrete Least-Squares Projection in Unbounded Domain with Random Evaluations and its Application to Parametric Uncertainty Quantification
- Measure transformation and efficient quadrature in reduced-dimensional stochastic modeling of coupled problems
- Efficient uncertainty propagation for network multiphysics systems
- A Christoffel function weighted least squares algorithm for collocation approximations
- Computing Multivariate Fekete and Leja Points by Numerical Linear Algebra
- Geometric weakly admissible meshes, discrete least squares approximations and approximate Fekete points
- Monge-Ampère measures for convex bodies and Bernstein-Markov type inequalities
- Numerical Integration in Multiple Dimensions with Designed Quadrature
- Sur certaines suites liées aux ensembles plans et leur application à la représentation conforme
- A Least-Squares Method for Sparse Low Rank Approximation of Multivariate Functions
- A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- Weighted Approximate Fekete Points: Sampling for Least-Squares Polynomial Approximation
- Effectively Subsampled Quadratures for Least Squares Polynomial Approximations
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Optimal weighted least-squares methods
- Adaptive Leja Sparse Grid Constructions for Stochastic Collocation and High-Dimensional Approximation
- Ridge Functions
- A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions
- Adaptive Smolyak Pseudospectral Approximations
- STOCHASTIC COLLOCATION ALGORITHMS USING l1-MINIMIZATION
- High-Order Collocation Methods for Differential Equations with Random Inputs
- Remarks on a Multivariate Transformation
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
