Multivariate polynomial chaos expansions with dependent variables
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Publication:4602895
DOI10.1137/15M1020447zbMATH Open1379.60075MaRDI QIDQ4602895FDOQ4602895
Authors: J. Feinberg, Vinzenz Gregor Eck, Hans Petter Langtangen 
Publication date: 7 February 2018
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
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uncertainty quantificationwave propagationblood flow simulationvariable transformationspolynomial chaos expansionsdependent stochastic variables
Applications of stochastic analysis (to PDEs, etc.) (60H30) Fluid-solid interactions (including aero- and hydro-elasticity, porosity, etc.) (74F10) Physiological flow (92C35)
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Cited In (11)
- A flexible polynomial expansion method for response analysis with random parameters
- Convergence Analysis and Adaptive Order Selection for the Polynomial Chaos Approach to Direct Optimal Control under Uncertainties
- Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
- Practical uncertainty quantification analysis involving statistically dependent random variables
- Algorithm 1040: the Sparse Grids Matlab Kit -- a Matlab implementation of sparse grids for high-dimensional function approximation and uncertainty quantification
- Surrogate modeling for high dimensional uncertainty propagation via deep kernel polynomial chaos expansion
- Polynomial chaos expansions on principal geodesic Grassmannian submanifolds for surrogate modeling and uncertainty quantification
- A sequential experimental design for multivariate sensitivity analysis using polynomial chaos expansion
- Data-driven projection pursuit adaptation of polynomial chaos expansions for dependent high-dimensional parameters
- Polynomial chaos expansions for dependent random variables
- Generating nested quadrature rules with positive weights based on arbitrary sample sets
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