Mathematical Properties of Polynomial Dimensional Decomposition

DOI10.1137/16M1109382zbMath1488.62002arXiv1804.01647OpenAlexW2963113961MaRDI QIDQ3176246

Sharif Rahman

Publication date: 19 July 2018

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.01647

zbMATH Keywords

ANOVA decompositionuncertainty quantificationmultivariate orthogonal polynomialspolynomial chaos expansion

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

Related Items (7)

A Spline Dimensional Decomposition for Uncertainty Quantification in High Dimensions ⋮ Stochastic isogeometric analysis in linear elasticity ⋮ Practical uncertainty quantification analysis involving statistically dependent random variables ⋮ Adaptive sparse polynomial dimensional decomposition for derivative-based sensitivity ⋮ Uncertainty quantification under dependent random variables by a generalized polynomial dimensional decomposition ⋮ Dimensionwise multivariate orthogonal polynomials in general probability spaces ⋮ A Spline Chaos Expansion

Uses Software

• OPQ

Cites Work

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