Anchor Points Matter in ANOVA Decomposition

DOI10.1007/978-3-642-15337-2_32zbMath1217.65039MaRDI QIDQ2998541

Min-Seok Choi, Zhongqiang Zhang, George Em. Karniadakis

Publication date: 18 May 2011

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

Full work available at URL: https://doi.org/10.1007/978-3-642-15337-2_32

zbMATH Keywords

numerical examples; Dirac measure; analysis of variance (ANOVA); polynomial chaos expansions; high dimensional approximations; optimal anchor points; stochastic advection equation

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

65D15: Algorithms for approximation of functions

Related Items

Adaptive ANOVA decomposition of stochastic incompressible and compressible flows, A hybrid anchored-ANOVA - POD/Kriging method for uncertainty quantification in unsteady high-fidelity CFD simulations, On ANOVA expansions and strategies for choosing the anchor point, Multi-element probabilistic collocation method in high dimensions, Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs, Sensitivity analysis using anchored ANOVA expansion and high-order moments computation

Uses Software

• TESTPACK

Cites Work

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