An efficient dimension-adaptive uncertainty propagation approach
From MaRDI portal
Publication:426333
DOI10.1016/j.amc.2011.08.063zbMath1244.65013OpenAlexW1979971425MaRDI QIDQ426333
Publication date: 11 June 2012
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2011.08.063
samplingnumerical examplesdimension reductionMonte Carlo methoduncertainty propagationhigh-dimensional model representationmultidimensional integrationstatistical moments
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Dimension-wise integration of high-dimensional functions with applications to finance
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- General foundations of high-dimensional model representations
- Efficient input-output model representations
- Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
- Modeling uncertainty in flow simulations via generalized polynomial chaos.
- A perturbation method for stochastic meshless analysis in elastostatics
- A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
- Efficient Monte Carlo Procedures for Generating Points Uniformly Distributed over Bounded Regions
- Quasi-Monte Carlo methods and pseudo-random numbers
- Development of a simple and efficient method for robust optimization
- Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
- Efficient statistical tolerance analysis for general distributions using three-point information
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- High-Order Collocation Methods for Differential Equations with Random Inputs
- A generalized dimension‐reduction method for multidimensional integration in stochastic mechanics
- Remarks on a Multivariate Transformation
- Monte Carlo strategies in scientific computing