Multi-element stochastic spectral projection for high quantile estimation

DOI10.1016/j.jcp.2013.01.012zbMath1349.62099OpenAlexW1980711053MaRDI QIDQ347642

Josselin Garnier, Jordan Ko

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2013.01.012

zbMATH Keywords

numerical quadraturequantile estimationgeneralized polynomial chaosanisotropic quadraturemetamodelsmulti-element refinementmultiple design pointssparse-tensor quadrature

Mathematics Subject Classification ID

Related Items (1)

The Algebraic Method in Quadrature for Uncertainty Quantification

Uses Software

• PATSYM
• HRMSYM

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A method for numerical integration on an automatic computer
• Linear and nonlinear programming.
• The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
• Numerical integration using sparse grids
• Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
• Adapted polynomial chaos expansion for failure detection
• An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
• Stochastic simulation: Algorithms and analysis
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
• A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• Some basic hypergeometric orthogonal polynomials that generalize Jacobi polynomials
• Order Statistics
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Sensitivity of two-dimensional spatially developing mixing layers with respect to uncertain inflow conditions
• A Note on Quantiles in Large Samples
• The Optimum Addition of Points to Quadrature Formulae
• Construction of Gauss-Christoffel Quadrature Formulas
• Remarks on a Multivariate Transformation
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

This page was built for publication: Multi-element stochastic spectral projection for high quantile estimation