Grid and basis adaptive polynomial chaos techniques for sensitivity and uncertainty analysis
DOI10.1016/J.JCP.2013.12.025zbMATH Open1349.65027OpenAlexW2072640958MaRDI QIDQ348759FDOQ348759
Luca Gilli, Zoltán Perkó, Jan Leen Kloosterman, Danny Lathouwers
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.2013.12.025
sensitivity analysisuncertainty quantificationpolynomial chaos expansiongeneralized polynomial chaosadaptive sparse gridsbasis adaptivity
Probabilistic models, generic numerical methods in probability and statistics (65C20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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Cited In (16)
- Extreme value oriented random field discretization based on an hybrid polynomial chaos expansion -- Kriging approach
- Convergence Analysis and Adaptive Order Selection for the Polynomial Chaos Approach to Direct Optimal Control under Uncertainties
- Multigroup-like MC resolution of generalised polynomial chaos reduced models of the uncertain linear Boltzmann equation (+discussion on hybrid intrusive/non-intrusive uncertainty propagation)
- On the capabilities of the polynomial chaos expansion method within SFE analysis -- an overview
- On the parametric uncertainty quantification of the Rothermel's rate of spread model
- A nonintrusive reduced order modelling approach using proper orthogonal decomposition and locally adaptive sparse grids
- Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark
- On the use of derivatives in the polynomial chaos based global sensitivity and uncertainty analysis applied to the distributed parameter models
- The estimation of functional uncertainty using polynomial chaos and adjoint equations
- A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos -- capturing all scales of random modes on independent grids
- An efficient adaptive forward-backward selection method for sparse polynomial chaos expansion
- Efficient aerodynamic analysis and optimization under uncertainty using multi-fidelity polynomial chaos-Kriging surrogate model
- Classifier-based adaptive polynomial chaos expansion for high-dimensional uncertainty quantification
- Variance-based adaptive sequential sampling for polynomial chaos expansion
- Adaptive weighted least-squares polynomial chaos expansion with basis adaptivity and sequential adaptive sampling
- Sequential Stochastic Response Surface Method Using Moving Least Squares-Based Sparse Grid Scheme for Efficient Reliability Analysis
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