ORTHOGONAL POLYNOMIAL EXPANSIONS FOR SOLVING RANDOM EIGENVALUE PROBLEMS

DOI10.1615/IntJUncertaintyQuantification.v1.i2.40zbMath1337.70002WikidataQ57732176 ScholiaQ57732176MaRDI QIDQ3173247

Vaibhav Yadav, Sharif Rahman

Publication date: 23 September 2011

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

zbMATH Keywords

random matrixpolynomial chaos expansionstochastic mechanicspiezoelectric transducerpolynomial dimensional decomposition

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Monte Carlo methods (65C05) Computational methods for problems pertaining to mechanics of particles and systems (70-08) Random vibrations in mechanics of particles and systems (70L05) Random matrices (algebraic aspects) (15B52)

Related Items (18)

Wiener-Hermite polynomial expansion for multivariate Gaussian probability measures ⋮ Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation ⋮ Mathematical Properties of Polynomial Dimensional Decomposition ⋮ An adaptive least-squares global sensitivity method and application to a plasma-coupled combustion prediction with parametric correlation ⋮ Uncertainty quantification of high-dimensional complex systems by multiplicative polynomial dimensional decompositions ⋮ Karhunen-Loève decomposition of random fields based on a hierarchical matrix approach ⋮ Stochastic finite elements of discretely parameterized random systems on domains with boundary uncertainty ⋮ An adaptive spectral Galerkin stochastic finite element method using variability response functions ⋮ An efficient reduced‐order method for stochastic eigenvalue analysis ⋮ Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing ⋮ An invariant subspace‐based approach to the random eigenvalue problem of systems with clustered spectrum ⋮ Functional ANOVA with Multiple Distributions: Implications for the Sensitivity Analysis of Computer Experiments ⋮ Uncertainty quantification under dependent random variables by a generalized polynomial dimensional decomposition ⋮ Spectral stochastic isogeometric analysis of free vibration ⋮ Polynomial (chaos) approximation of maximum eigenvalue functions. Efficiency and limitations ⋮ Dimensionwise multivariate orthogonal polynomials in general probability spaces ⋮ A new point estimation method for statistical moments based on dimension-reduction method and direct numerical integration ⋮ Sparse grids and applications -- Stuttgart 2014. Collected contributions of the 3rd workshop, SGA 2014, Stuttgart, Germany, September 1--5, 2014

This page was built for publication: ORTHOGONAL POLYNOMIAL EXPANSIONS FOR SOLVING RANDOM EIGENVALUE PROBLEMS