Adaptive weighted least-squares polynomial chaos expansion with basis adaptivity and sequential adaptive sampling

DOI10.1016/j.cma.2019.112759zbMath1441.60006OpenAlexW2994913409WikidataQ126534964 ScholiaQ126534964MaRDI QIDQ2175295

Sameer B. Mulani, Mishal Thapa, Robert W. Walters

Publication date: 29 April 2020

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2019.112759

zbMATH Keywords

weighted least-squaresuncertainty quantificationbasis adaptivityadaptive polynomial chaos expansionsequential adaptive sampling

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Uses Software

• UQLab

Cites Work

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