Uncertainty quantification given discontinuous model response and a limited number of model runs

DOI10.1137/100817899zbMATH Open1237.62035OpenAlexW2026513846MaRDI QIDQ2882802FDOQ2882802

Authors Cosmin Safta, Bert Debusschere, Habib N. Najm, Khachik Sargsyan 

Publication date 7 May 2012

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/100817899

zbMATH Keywords

Bayesian inferencepolynomial chaosdiscontinuity detectionRosenblatt transformation

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes (62M99) Applications of hypergeometric functions (33C90) Applications of dynamical systems (37N99)

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• An adaptive minimum spanning tree multielement method for uncertainty quantification of smooth and discontinuous responses
• Mercer kernels and integrated variance experimental design: connections between Gaussian process regression and polynomial approximation
• APPROXIMATING SMOOTH, MULTIVARIATE FUNCTIONS ON IRREGULAR DOMAINS
• Padé-Legendre approximants for uncertainty analysis with discontinuous response surfaces
• A multi-element non-intrusive polynomial chaos method using agglomerative clustering based on the derivatives to study irregular and discontinuous quantities of interest
• Deep neural network surrogates for nonsmooth quantities of interest in shape uncertainty quantification
• Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions
• Gegenbauer reconstruction method with edge detection for multi-dimensional uncertainty propagation
• Preconditioned Bayesian regression for stochastic chemical kinetics

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