DESIGN UNDER UNCERTAINTY EMPLOYING STOCHASTIC EXPANSION METHODS

DOI10.1615/IntJUncertaintyQuantification.v1.i2.20zbMath1225.65064MaRDI QIDQ3173246

Michael S. Eldred

Publication date: 23 September 2011

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1615/intjuncertaintyquantification.v1.i2.20

zbMATH Keywords

cubature; sampling; convergence; stochastic optimization; numerical examples; linear regression; uncertainty quantification; polynomial chaos; stochastic collocation; computational design; tensor-product quadrature; stochastic sensitivity analysis; Smolyak sparse grid approaches

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C15: Stochastic programming

33C45: Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.)

65D20: Computation of special functions and constants, construction of tables

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Uses Software

• DAKOTA
• NPSOL