An accuracy comparison of polynomial chaos type methods for the propagation of uncertainties
DOI10.1186/2190-5983-3-2zbMATH Open1275.65004OpenAlexW2112758148WikidataQ59302499 ScholiaQ59302499MaRDI QIDQ368157FDOQ368157
Authors: F. Augustin, A. Gilg, Meinhard Paffrath, Peter Rentrop, M. Villegas, U. Wever
Publication date: 18 September 2013
Published in: Journal of Mathematics in Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/2190-5983-3-2
Recommendations
- Performance evaluation of generalized polynomial chaos
- Polynomial chaos for the approximation of uncertainties: Chances and limits
- Wiener calculus for differential equations with uncertainties
- Modeling multibody systems with uncertainties. II: Numerical applications
- Polynomial Chaos and Its Application to Delay Differential Equations with Uncertainties
Monte Carlodelay differential equationspolynomial chaos expansionstochastic collocationrandom ordinary differential equationsKalman filter equationnonlinear time-dependent modelspropagation of uncertanties
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60)
Cites Work
- Title not available (Why is that?)
- Solving Ordinary Differential Equations I
- Gaussian Hilbert Spaces
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
- On the convergence of generalized polynomial chaos expansions
- Numerical methods for stochastic computations. A spectral method approach.
- Spectral Methods for Uncertainty Quantification
- Title not available (Why is that?)
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Hopf bifurcation of a bacteria-immunity system with delayed quorum sensing
- Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
- A new method for the nonlinear transformation of means and covariances in filters and estimators
- The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
- Uncertainty propagation using Wiener-Haar expansions
- Title not available (Why is that?)
- Stochastic Galerkin techniques for random ordinary differential equations
- Multi-resolution analysis of Wiener-type uncertainty propagation schemes
- Polynomial chaos for multirate partial differential algebraic equations with random parameters
- Polynomial chaos for the approximation of uncertainties: Chances and limits
- Performance evaluation of generalized polynomial chaos
Cited In (9)
- Polynomial chaos approach to describe the propagation of uncertainties through gas networks
- Bi-fidelity reduced polynomial chaos expansion for uncertainty quantification
- On the capabilities of the polynomial chaos expansion method within SFE analysis -- an overview
- Long-time uncertainty propagation using generalized polynomial chaos and flow map composition
- Generalized polynomial chaos expansions with weights
- Investigation of multi geometric uncertainties by different polynomial chaos methodologies using a fictitious domain solver
- The estimation of functional uncertainty using polynomial chaos and adjoint equations
- A new network approach to Bayesian inference in partial differential equations
- Wiener calculus for differential equations with uncertainties
Uses Software
This page was built for publication: An accuracy comparison of polynomial chaos type methods for the propagation of uncertainties
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q368157)