Uncertainty quantification of high-dimensional complex systems by multiplicative polynomial dimensional decompositions

DOI10.1002/nme.4437zbMath1352.60003OpenAlexW2143714414WikidataQ57732173 ScholiaQ57732173MaRDI QIDQ2952239

Vaibhav Yadav, Sharif Rahman

Publication date: 30 December 2016

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nme.4437

zbMATH Keywords

dimension reductionstochastic dynamicsANOVAHDMRrandom eigenvalue problems

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (5)

A Spline Dimensional Decomposition for Uncertainty Quantification in High Dimensions ⋮ A GRU-based ensemble learning method for time-variant uncertain structural response analysis ⋮ Post optimization for accurate and efficient reliability-based design optimization using second-order reliability method based on importance sampling and its stochastic sensitivity analysis ⋮ Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing ⋮ Enhanced sequential approximate programming using second order reliability method for accurate and efficient structural reliability-based design optimization

Uses Software

• ABAQUS
• OPQ

Cites Work

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• On decompositions of multivariate functions
• A polynomial dimensional decomposition for stochastic computing
• Monte Carlo Variance of Scrambled Net Quadrature
• Lanczos Algorithms for Large Symmetric Eigenvalue Computations
• A generalized dimension‐reduction method for multidimensional integration in stochastic mechanics

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