From data to uncertainty: an efficient integrated data-driven sparse grid approach to propagate uncertainty

DOI10.1007/978-3-319-28262-6_2zbMATH Open1339.65018OpenAlexW2476662660MaRDI QIDQ2808016FDOQ2808016

Authors Fabian Franzelin, Dirk Pflüger

Publication date 26 May 2016

Published in Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-28262-6_2

zbMATH Keywords

uncertaintyalgorithmnumerical examplecollocation methodmoment estimationsparse gridsubsurface flow problem

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Recommendations

• A new sparse grid based method for uncertainty propagation
• A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
• An efficient dimension-adaptive uncertainty propagation approach
• A sparse multiresolution stochastic approximation for uncertainty quantification
• Sparse multiresolution regression for uncertainty propagation

Cites work

• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• A benchmark study on problems related to CO\(_{2}\) storage in geologic formations. Summary and discussion of the results
• A finite element method for density estimation with Gaussian process priors
• Algorithms for Computing the Sample Variance: Analysis and Recommendations
• An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
• An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
• Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids
• Finite element thin plate splines in density estimation
• High-Order Collocation Methods for Differential Equations with Random Inputs
• Improved statistical models for limited datasets in uncertainty quantification using stochastic collocation
• Modeling uncertainty in flow simulations via generalized polynomial chaos.
• Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
• Remarks on a Multivariate Transformation
• Selected Recent Applications of Sparse Grids
• Sparse grids
• Spatially adaptive sparse grids for high-dimensional data-driven problems
• Spectral Methods for Uncertainty Quantification
• Stochastic collocation with kernel density estimation
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

Cited in

(6)

• Convergence analysis of multifidelity Monte Carlo estimation
• A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
• A new sparse grid based method for uncertainty propagation
• Gradient-based two-scale topology optimization with B-splines on sparse grids
• Comparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenario
• Heterogeneous distributed big data clustering on sparse grids

Describes a project that uses

Uses Software

• libagf

This page was built for publication: From data to uncertainty: an efficient integrated data-driven sparse grid approach to propagate uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2808016)