Fundamental limitations of polynomial chaos for uncertainty quantification in systems with intermittent instabilities
DOI10.4310/CMS.2013.V11.N1.A3zbMATH Open1281.60054OpenAlexW2063334232MaRDI QIDQ359705FDOQ359705
Andrew J. Majda, Michal Branicki
Publication date: 22 August 2013
Published in: Communications in Mathematical Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4310/cms.2013.v11.n1.a3
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Statistical turbulence modeling (76F55)
Cited In (21)
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- Uniform Regularity for Linear Kinetic Equations with Random Input Based on Hypocoercivity
- Sensitivity Analysis of Burgers' Equation with Shocks
- Pitfalls in the frequency response represented onto polynomial chaos for random SDOF mechanical systems
- Wiener-Hermite polynomial expansion for multivariate Gaussian probability measures
- An observation-driven time-dependent basis for a reduced description of transient stochastic systems
- An information-theoretic framework for improving imperfect dynamical predictions via multi-model ensemble forecasts
- Galerkin methods for stationary radiative transfer equations with uncertain coefficients
- Intrusive and non-intrusive chaos approximation for a two-dimensional steady state Navier-Stokes system with random forcing
- A note on polynomial chaos expansions for designing a linear feedback control for nonlinear systems
- Strategies for Reduced-Order Models for Predicting the Statistical Responses and Uncertainty Quantification in Complex Turbulent Dynamical Systems
- Stochastic Galerkin methods for time-dependent radiative transfer equations with uncertain coefficients
- Information geometry of physics-informed statistical manifolds and its use in data assimilation
- Non-Gaussian test models for prediction and state estimation with model errors
- Real-time reduced-order modeling of stochastic partial differential equations via time-dependent subspaces
- Statistically accurate low-order models for uncertainty quantification in turbulent dynamical systems
- Reduced-Order Modeling with Time-Dependent Bases for PDEs with Stochastic Boundary Conditions
- Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems
- Deterministic mean-field ensemble Kalman filtering
- A dynamical polynomial chaos approach for long-time evolution of SPDEs
- Dynamical Polynomial Chaos Expansions and Long Time Evolution of Differential Equations with Random Forcing
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