Convergence acceleration of polynomial chaos solutions via sequence transformation

DOI10.1016/J.CMA.2013.12.003zbMATH Open1296.65012OpenAlexW2006470050MaRDI QIDQ460813FDOQ460813

Authors: S. F. Masri, V. Keshavarzzadeh, R. G. Ghanem, O. J. Aldraihem 

Publication date: 9 October 2014

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2013.12.003

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zbMATH Keywords

convergence accelerationpolynomial chaos expansionsequence transformationsstochastic Galerkin

Mathematics Subject Classification ID

Theoretical approximation of solutions to ordinary differential equations (34A45) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited In (7)

• Polynomial chaos-based extended Padé expansion in structural dynamics
• Stochastic convergence acceleration through basis enrichment of polynomial chaos expansions
• Optimal partition in terms of independent random vectors of any non-Gaussian vector defined by a set of realizations
• Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate
• Polynomial chaos representation of databases on manifolds
• Acceleration of uncertainty propagation through Lagrange multipliers in partitioned stochastic method
• Multi-level multi-fidelity sparse polynomial chaos expansion based on Gaussian process regression

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