The estimation of functional uncertainty using polynomial chaos and adjoint equations

DOI10.1002/fld.2355zbMath1226.65075OpenAlexW2168022757MaRDI QIDQ3174281

M. E. Zelentsov, A. K. Alekseev, I. Michael Navon

Publication date: 12 October 2011

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

Full work available at URL: https://doi.org/10.1002/fld.2355

zbMATH Keywords

heat equationfinite difference methodnumerical examplesMonte Carlo methodHermite polynomialsadjoint equationsuncertainty quantificationpolynomial chaos

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Heat equation (35K05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

Related Items (12)

Feasibility of DEIM for retrieving the initial field via dimensionality reduction ⋮ Intrusive acceleration strategies for uncertainty quantification for hyperbolic systems of conservation laws ⋮ On polynomial chaos expansion via gradient-enhanced \(\ell_1\)-minimization ⋮ Direct numerical simulation of deformable droplets motion with uncertain physical properties in macro and micro channels ⋮ CFD-based shape optimization under uncertainties using the adjoint-assisted polynomial chaos expansion and projected derivatives ⋮ Sensitivity-enhanced generalized polynomial chaos for efficient uncertainty quantification ⋮ A gradient enhanced \(\ell_{1}\)-minimization for sparse approximation of polynomial chaos expansions ⋮ On the use of derivatives in the polynomial chaos based global sensitivity and uncertainty analysis applied to the distributed parameter models ⋮ Intrusive generalized polynomial chaos with asynchronous time integration for the solution of the unsteady Navier-Stokes equations ⋮ A Gradient-Enhanced L1 Approach for the Recovery of Sparse Trigonometric Polynomials ⋮ Compressive Hermite interpolation: sparse, high-dimensional approximation from gradient-augmented measurements ⋮ Adjoint Error Estimation for Stochastic Collocation Methods

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