The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

DOI10.1137/S1064827501387826zbMath1014.65004OpenAlexW2018159038MaRDI QIDQ4785938

Publication date: 5 January 2003

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1064827501387826

zbMATH Keywords

orthogonal polynomials numerical examples stochastic differential equations Monte Carlo simulations exponential convergence spectral methods Galerkin projection polynomial chaos Askey scheme

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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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Sensitivity-driven adaptive construction of reduced-space surrogates, A two-stage ensemble Kalman filter based on multiscale model reduction for inverse problems in time fractional diffusion-wave equations, Goal-oriented error control of stochastic system approximations using metric-based anisotropic adaptations, Data-driven compressive sensing and applications in uncertainty quantification, Enhancing statistical moment calculations for stochastic Galerkin solutions with Monte Carlo techniques, Gradient-based optimization for regression in the functional tensor-train format, Uncertainty quantification for stochastic dynamical systems using time-dependent stochastic bases, Efficient stochastic Galerkin methods for Maxwell's equations with random inputs, Solving continuous models with dependent uncertainty: a computational approach, Data-driven uncertainty quantification for predictive flow and transport modeling using support vector machines, Modeling fault activation due to fluid production: Bayesian update by seismic data, A comparative study of numerical approaches to risk assessment of contaminant transport, Free and forced vibration analysis of moderately thick plates with uncertain material properties using the Chaotic Radial Basis Function, Numerical solutions of stochastic PDEs driven by arbitrary type of noise, A weighted POD method for elliptic PDEs with random inputs, On stochastic investigation of flow problems using the viscous Burgers' equation as an example, Combining polynomial chaos expansions and the random variable transformation technique to approximate the density function of stochastic problems, including some epidemiological models, A study of hyperbolicity of kinetic stochastic Galerkin system for the isentropic Euler equations with uncertainty, Dynamic analysis of the nonlinear chaotic system with multistochastic disturbances, Numerical procedures for random differential equations, Spectral stochastic modeling of uncertainties in nonlinear diffusion problems of moisture transfer in wood, A spectral approach for fuzzy uncertainty propagation in finite element analysis, Residual-based a posteriori error estimation for stochastic magnetostatic problems, A two-level sparse grid collocation method for semilinear stochastic elliptic equation, An efficient non-intrusive reduced basis model for high dimensional stochastic problems in CFD, Efficient uncertainty quantification of stochastic CFD problems using sparse polynomial chaos and compressed sensing, Impact of uncertainties in outflow boundary conditions on the predictions of hemodynamic simulations of ascending thoracic aortic aneurysms, Stochastic analysis of moderately thick plates using the generalized polynomial chaos and element free Galerkin method, Uncertainty quantification for complex systems with very high dimensional response using Grassmann manifold variations, A priori testing of sparse adaptive polynomial chaos expansions using an ocean general circulation model database, Robust quantification of parametric uncertainty for surfactant-polymer flooding, An approximate dynamic programming approach to decision making in the presence of uncertainty for surfactant-polymer flooding, Influence of physical and geometrical uncertainties in the parametric instability load of an axially excited cylindrical shell, Uncertainty quantification in control problems for flocking models, A new perspective on the solution of uncertainty quantification and reliability analysis of large-scale problems, Galerkin methods for stationary radiative transfer equations with uncertain coefficients, Stochastic sensitivity analysis of large-eddy simulation predictions of the flow around a 5:1 rectangular cylinder, On a near optimal sampling strategy for least squares polynomial regression, Modelling uncertainty in incompressible flow simulation using Galerkin based generalized ANOVA, A fast discrete spectral method for stochastic partial differential equations, Basis adaptation and domain decomposition for steady-state partial differential equations with random coefficients, An asymptotic-preserving stochastic Galerkin method for the radiative heat transfer equations with random inputs and diffusive scalings, Polynomial chaos representation of databases on manifolds, A stochastic asymptotic-preserving scheme for a kinetic-fluid model for disperse two-phase flows with uncertainty, Multi-fidelity Gaussian process regression for prediction of random fields, Uncertainty propagation of p-boxes using sparse polynomial chaos expansions, Reduced Wiener chaos representation of random fields via basis adaptation and projection, A low-rank control variate for multilevel Monte Carlo simulation of high-dimensional uncertain systems, Stochastic Galerkin techniques for random ordinary differential equations, A stochastic Galerkin method for first-order quasilinear hyperbolic systems with uncertainty, A stochastic collocation method for the second-order wave equation with a discontinuous random speed, A dynamical polynomial chaos approach for long-time evolution of SPDEs, A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems, Computed torque control of fully-actuated nondeterministic multibody systems, The discrete stochastic Galerkin method for hyperbolic equations with non-smooth and random coefficients, On the relationship between the stochastic Galerkin method and the pseudo-spectral collocation method for linear differential algebraic equations, 3-D stochastic finite elements for thermal creep analysis of piping structures with spatial material inhomogeneities, LPiTrack: eye movement pattern recognition algorithm and application to biometric identification, The numerical approximation of nonlinear functionals and functional differential equations, Multiresolution analysis for stochastic finite element problems with wavelet-based Karhunen-Loève expansion, Surrogate combining harmonic decomposition and polynomial chaos for seismic shear waves in uncertain media, A pseudospectral approach for Kirchhoff plate bending problems with uncertainties, Analysis of a nonlinear aeroelastic system with parametric uncertainties using polynomial chaos expansion, Local sensitivity analysis for the Cucker-Smale model with random inputs, Bayesian deep convolutional encoder-decoder networks for surrogate modeling and uncertainty quantification, A flexible polynomial expansion method for response analysis with random parameters, Coherence motivated sampling and convergence analysis of least squares polynomial chaos regression, Stochastic sensitivity analysis of numerical simulations of injector internal flows to cavitation modeling parameters, Systematic study of accuracy of wall-modeled large eddy simulation using uncertainty quantification techniques, Advanced kriging-based surrogate modelling and sensitivity analysis for rotordynamics with uncertainties, A note on polynomial chaos expansions for designing a linear feedback control for nonlinear systems, A homotopy method for parameter estimation of nonlinear differential equations with multiple optima, Finite volume simulation framework for die casting with uncertainty quantification, Error analysis of the Wiener-Askey polynomial chaos with hyperbolic cross approximation and its application to differential equations with random input, Dual interval-and-fuzzy analysis method for temperature prediction with hybrid epistemic uncertainties via polynomial chaos expansion, Unified polynomial expansion for interval and random response analysis of uncertain structure-acoustic system with arbitrary probability distribution, Uncertainty quantification guided robust design for nanoparticles' morphology, Sparse polynomial chaos expansions via compressed sensing and D-optimal design, Sensitivity and uncertainty analysis for flexoelectric nanostructures, Projection methods for stochastic dynamic systems: a frequency domain approach, Goal-oriented adaptive surrogate construction for stochastic inversion, Cost reduction of stochastic Galerkin method by adaptive identification of significant polynomial chaos bases for elliptic equations, Epistemic uncertainty-based model validation via interval propagation and parameter calibration, On the robustness of variational multiscale error estimators for the forward propagation of uncertainty, A polynomial expansion approach for response analysis of periodical composite structural-acoustic problems with multi-scale mixed aleatory and epistemic uncertainties, Evidence theory-based reliability optimization design using polynomial chaos expansion, Robust topology optimization of vibrating structures considering random diffuse regions via a phase-field method, Sparsity-promoting elastic net method with rotations for high-dimensional nonlinear inverse problem, An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk, Uncertainty quantification of simulated biomechanical stimuli in coronary artery bypass grafts, A non-intrusive B-splines Bézier elements-based method for uncertainty propagation, Development of $hp$-inverse model by using generalized polynomial chaos, A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness, Systems of Gaussian process models for directed chains of solvers, An efficient and robust adaptive sampling method for polynomial chaos expansion in sparse Bayesian learning framework, Bayesian modeling of inconsistent plastic response due to material variability, Fuzzification of the miscible displacement model in heterogeneous porous media, Propagating uncertainties in large-scale hemodynamics models via network uncertainty quantification and reduced-order modeling, A polynomial chaos expansion in dependent random variables, A Hahn computational operational method for variable order fractional mobile-immobile advection-dispersion equation, TMsim: an algorithmic tool for the parametric and worst-case simulation of systems with uncertainties, A short review of FDTD-based methods for uncertainty quantification in computational electromagnetics, A state estimation approach based on stochastic expansions, A PCE-based multiscale framework for the characterization of uncertainties in complex systems, Uncertainty aggregation and reduction in structure-material performance prediction, Model order reduction and low-dimensional representations for random linear dynamical systems, M-PCM-OFFD: an effective output statistics estimation method for systems of high dimensional uncertainties subject to low-order parameter interactions, A Monte Carlo approach to computing stiffness matrices arising in polynomial chaos approximations, Model order reduction for random nonlinear dynamical systems and low-dimensional representations for their quantities of interest, Structure preserving stochastic Galerkin methods for Fokker-Planck equations with background interactions, Stochastic Galerkin method for optimal control problem governed by random elliptic PDE with state constraints, Adaptive wavelet methods for the stochastic Poisson equation, Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations, Stochastic approaches to uncertainty quantification in CFD simulations, Uncertainty analysis for the steady-state flows in a dual throat nozzle, Finite elements for elliptic problems with stochastic coefficients, Impact of endothelium roughness on blood flow, Assessment of uncertainties in hot-wire anemometry and oil-film interferometry measurements for wall-bounded turbulent flows, A critical appraisal of design of experiments for uncertainty quantification, Stochastic reduced order models for inverse problems under uncertainty, Transient response analysis of randomly parametrized finite element systems based on approximate balanced reduction, \textit{A priori} error estimation for the stochastic perturbation method, Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos, Gaussian process emulators for the stochastic finite element method, A nonintrusive stochastic multiscale solver, Wiener-Hermite polynomial expansion for multivariate Gaussian probability measures, Stochastic polynomial chaos expansion method for random Darcy equation, Wiener-Poisson chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model, A well-balanced stochastic Galerkin method for scalar hyperbolic balance laws with random inputs, Subspace inverse power method and polynomial chaos representation for the modal frequency responses of random mechanical systems, Data free inference with processed data products, Wiener Calculus for Differential Equations with Uncertainties, Multi-element stochastic reduced basis methods, An extended stochastic finite element method for solving stochastic partial differential equations on random domains, Generalized spectral decomposition method for solving stochastic finite element equations: invariant subspace problem and dedicated algorithms, Spectral stochastic finite element analysis for laminated composite plates, Uncertainty quantification via random domain decomposition and probabilistic collocation on sparse grids, A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing, Parameter estimation for mechanical systems via an explicit representation of uncertainty, Polynomial chaos-based $\mathcal{H}_2$ output-feedback control of systems with probabilistic parametric uncertainties, MFNets: data efficient all-at-once learning of multifidelity surrogates as directed networks of information sources, A Stochastic Galerkin Method for Hamilton--Jacobi Equations with Uncertainty, A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems, A meshfree peridynamic model for brittle fracture in randomly heterogeneous materials, A weak-intrusive stochastic finite element method for stochastic structural dynamics analysis, Optimal sparse polynomial chaos expansion for arbitrary probability distribution and its application on global sensitivity analysis, Uncertainty quantification for hybrid random logistic models with harvesting via density functions, Interval uncertain method for multibody mechanical systems using Chebyshev inclusion functions, Efficient uncertainty propagation for network multiphysics systems, Sparse grids-based stochastic approximations with applications to aerodynamics sensitivity analysis, Stochastic analysis of structures under limited observations using kernel density estimation and arbitrary polynomial chaos expansion, A Riemannian stochastic representation for quantifying model uncertainties in molecular dynamics simulations, Sparse polynomial approximations for affine parametric saddle point problems, Projection pursuit adaptation on polynomial chaos expansions, A new solution method for stochastic differential equations via collocation approach, A stochastic finite element scheme for solving partial differential equations defined on random domains, The method of forced probabilities: a computation trick for Bayesian model evidence, A near-optimal sampling strategy for sparse recovery of polynomial chaos expansions, Stochastic collocation approach with adaptive mesh refinement for parametric uncertainty analysis, Stochastic Galerkin method for cloud simulation, A spectral surrogate model for stochastic simulators computed from trajectory samples, Stochastic Galerkin method for cloud simulation. II: A fully random Navier-Stokes-cloud model, On the influence of over-parameterization in manifold based surrogates and deep neural operators, Stochastic Galerkin particle methods for kinetic equations of plasmas with uncertainties, Comparison of the performance and reliability between improved sampling strategies for polynomial chaos expansion, Sparse Approximation using $\ell_1-\ell_2$ Minimization and Its Application to Stochastic Collocation, Stochastic discontinuous Galerkin methods for robust deterministic control of convection-diffusion equations with uncertain coefficients, Efficient parametric study of a stochastic airfoil system based on hybrid surrogate modeling with advanced automatic kriging construction, Modeling multibody systems with uncertainties. I: Theoretical and computational aspects, Stochastic Collocation Methods via $\ell_1$ Minimization Using Randomized Quadratures, Statistical reconstruction and Karhunen-Loève expansion for multiphase random media, A Christoffel function weighted least squares algorithm for collocation approximations, An efficient algorithm for a certain class of robust optimization problems, A Priori Error Estimate of Stochastic Galerkin Method for Optimal Control Problem Governed by Random Parabolic PDE with Constrained Control, On the capabilities of the polynomial chaos expansion method within SFE analysis -- an overview, On the Variability of the Sound Transmission Loss of Composite Panels Through a Parametric Probabilistic Approach, New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs, A flexible numerical approach for quantification of epistemic uncertainty, Variance reduction method based on sensitivity derivatives. II., Numerical solution of the Stratonovich- and Ito-Euler equations: application to the stochastic piston problem, On stability and monotonicity requirements of finite difference approximations of stochastic conservation laws with random viscosity, Non-intrusive low-rank separated approximation of high-dimensional stochastic models, Accurate and efficient evaluation of failure probability for partial different equations with random input data, Bayesian inference in the uncertain EEG problem including local information and a sensor correlation matrix, Adaptive wavelet methods for elliptic partial differential equations with random operators, A fictitious domain approach to the numerical solution of PDEs in stochastic domains, A stochastic Lagrangian approach for geometrical uncertainties in electrostatics, Adapted polynomial chaos expansion for failure detection, A stochastic particle-mesh scheme for uncertainty propagation in vortical flows, Uncertainty Propagation for Systems of Conservation Laws, High Order Stochastic Spectral Methods, Parametric uncertainty analysis of pulse wave propagation in a model of a human arterial network, An equation-free approach to analyzing heterogeneous cell population dynamics, Gradient dynamic optimization with Legendre chaos, Periodically-forced finite networks of heterogeneous globally-coupled oscillators: a low-di\-men\-sion\-al approach, Inversion of Robin coefficient by a spectral stochastic finite element approach, An adaptive multi-element generalized polynomial chaos method for stochastic differential equations, Numerical studies of the stochastic Korteweg-de Vries equation, Wiener chaos expansions and numerical solutions of randomly forced equations of fluid mechanics, Beyond Wiener-Askey expansions: handling arbitrary PDFs, Nonadaptive Quasi-Optimal Points Selection for Least Squares Linear Regression, A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions, ``Natural norm a posteriori error estimators for reduced basis approximations, On the construction and analysis of stochastic models: characterization and propagation of the errors associated with limited data, Karhunen-Loève approximation of random fields by generalized fast multipole methods, Uncertainty quantification of limit-cycle oscillations, Stochastic analysis of transport in tubes with rough walls, Predicting shock dynamics in the presence of uncertainties, Multiscale approach for stochastic elliptic equations in heterogeneous media, Inverse Subspace Iteration for Spectral Stochastic Finite Element Methods, Adaptive multi-element polynomial chaos with discrete measure: algorithms and application to SPDEs, Fundamental equations with higher order Malliavin operators, The use of polynomial chaos for parameter identification from measurements in nonlinear dynamical systems, From Data to Uncertainty: An Efficient Integrated Data-Driven Sparse Grid Approach to Propagate Uncertainty, A Survey of Projection-Based Model Reduction Methods for Parametric Dynamical Systems, An adaptive stochastic Galerkin method for random elliptic operators, A 3D MODEL TO SIMULATE VIBRATIONS IN A LAYERED MEDIUM WITH STOCHASTIC MATERIAL PARAMETERS, Non-intrusive Uncertainty Propagation with Error Bounds for Conservation Laws Containing Discontinuities, Essentially Non-oscillatory Stencil Selection and Subcell Resolution in Uncertainty Quantification, Generalised polynomial chaos expansion approaches to approximate stochastic model predictive control^†, Discontinuous Galerkin methods for elliptic partial differential equations with random coefficients, Exploring emerging manycore architectures for uncertainty quantification through embedded stochastic Galerkin methods, Emulation to simulate low-resolution atmospheric data, Efficient computation of unsteady flow in complex river systems with uncertain inputs, A priori error estimates of a meshless method for optimal control problems of stochastic elliptic PDEs, A data-driven stochastic collocation approach for uncertainty quantification in MEMS, ON THE OPTIMAL POLYNOMIAL APPROXIMATION OF STOCHASTIC PDES BY GALERKIN AND COLLOCATION METHODS, Sensitivity analysis and variance reduction in a stochastic non-destructive testing problem, The estimation of functional uncertainty using polynomial chaos and adjoint equations, Stochastic Domain Decomposition via Moment Minimization, Parallel Domain Decomposition Strategies for Stochastic Elliptic Equations Part B: Accelerated Monte Carlo Sampling with Local PC Expansions, An Efficient Method for Uncertainty Propagation using Fuzzy Sets, Parametrization of Random Vectors in Polynomial Chaos Expansions via Optimal Transportation, An Efficient Numerical Method for Acoustic Wave Scattering in Random Media, A Least-Squares Method for Sparse Low Rank Approximation of Multivariate Functions, Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format, Transport Map Accelerated Markov Chain Monte Carlo, Mathematical Properties of Polynomial Dimensional Decomposition, Compressive Sensing with Cross-Validation and Stop-Sampling for Sparse Polynomial Chaos Expansions, Existence, Uniqueness, and a Comparison of Nonintrusive Methods for the Stochastic Nonlinear Poisson--Boltzmann Equation, On certain integral operators associated with Hermite and Laguerre polynomials, Sparse Adaptive Tensor Galerkin Approximations of Stochastic PDE-Constrained Control Problems, Accelerating Stochastic Collocation Methods for Partial Differential Equations with Random Input Data, A Goal-Oriented Reduced Basis Methods-Accelerated Generalized Polynomial Chaos Algorithm, Distributed Model Predictive Control of Linear Systems with Stochastic Parametric Uncertainties and Coupled Probabilistic Constraints, Algorithms for Propagating Uncertainty Across Heterogeneous Domains, Constructing Surrogate Models of Complex Systems with Enhanced Sparsity: Quantifying the Influence of Conformational Uncertainty in Biomolecular Solvation, Optimal Control of Uncertain Systems Using Sample Average Approximations, Convergence of Probability Densities Using Approximate Models for Forward and Inverse Problems in Uncertainty Quantification, Unnamed Item, Model Order Reduction for Stochastic Dynamical Systems with Continuous Symmetries, Adaptive Multilevel Monte Carlo Methods for Stochastic Variational Inequalities, A discrete orthogonal polynomials approach for fractional optimal control problems with time delay, Polynomial chaos for the approximation of uncertainties: Chances and limits, The cardiovascular system: Mathematical modelling, numerical algorithms and clinical applications, The Vlasov--Poisson--Fokker--Planck System with Uncertainty and a One-dimensional Asymptotic Preserving Method, Multivariate Polynomial Chaos Expansions with Dependent Variables, Weighted Approximate Fekete Points: Sampling for Least-Squares Polynomial Approximation, Stochastic Finite Element Method for Torso Conductivity Uncertainties Quantification in Electrocardiography Inverse Problem, A Computational Stochastic Methodology for the Design of Random Meta-materials under Geometric Constraints, Efficient Stochastic Asymptotic-Preserving Implicit-Explicit Methods for Transport Equations with Diffusive Scalings and Random Inputs, Hypocoercivity and Uniform Regularity for the Vlasov--Poisson--Fokker--Planck System with Uncertainty and Multiple Scales, Nonintrusive Uncertainty Analysis of Fluid-Structure Interaction with Spatially Adaptive Sparse Grids and Polynomial Chaos Expansion, Combining Push-Forward Measures and Bayes' Rule to Construct Consistent Solutions to Stochastic Inverse Problems, Probabilistic methods applied to 2D electromagnetic numerical dosimetry, Uncertainty Quantification for Low-Frequency, Time-Harmonic Maxwell Equations with Stochastic Conductivity Models, Compressed Sensing with Sparse Corruptions: Fault-Tolerant Sparse Collocation Approximations, Sliced-Inverse-Regression--Aided Rotated Compressive Sensing Method for Uncertainty Quantification, Inexact Methods for Symmetric Stochastic Eigenvalue Problems, Modern Monte Carlo Variants for Uncertainty Quantification in Neutron Transport, Uncertainty Quantification for Systems with Random Initial Conditions Using Wiener–Hermite Expansions, Cardiovascular Modeling With Adapted Parametric Inference, Calibration of reduced-order model for a coupled Burgers equations based on PC-EnKF, Stochastic low-dimensional modelling of a random laminar wake past a circular cylinder, Control and Systems Theory for Advanced Manufacturing, Bayesian adaptation of chaos representations using variational inference and sampling on geodesics, A High Order Stochastic Asymptotic Preserving Scheme for Chemotaxis Kinetic Models with Random Inputs, Uniform regularity in the random space and spectral accuracy of the stochastic Galerkin method for a kinetic-fluid two-phase flow model with random initial inputs in the light particle regime, Characterizing Impacts of Model Uncertainties in Quantitative Photoacoustics, Uniform Regularity for Linear Kinetic Equations with Random Input Based on Hypocoercivity, Ensemble Grouping Strategies for Embedded Stochastic Collocation Methods Applied to Anisotropic Diffusion Problems, Stochastic Basis Adaptation and Spatial Domain Decomposition for Partial Differential Equations with Random Coefficients, Stochastic Least-Squares Petrov--Galerkin Method for Parameterized Linear Systems, Functional ANOVA with Multiple Distributions: Implications for the Sensitivity Analysis of Computer Experiments, Reduced Basis Methods for Uncertainty Quantification, Numerical investigation of skewed spatially evolving mixing layers, A stabilized finite element method for stochastic incompressible Navier–Stokes equations, Computation of the effects of uncertainty in volatility on option pricing and hedging, Numerical simulations for two-dimensional incompressible Navier-Stokes equations with stochastic boundary conditions, Bayesian Inference Using Intermediate Distribution Based on Coarse Multiscale Model for Time Fractional Diffusion Equations, Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures, Stochastic bifurcation analysis of Rayleigh–Bénard convection, A multi-scale spectral stochastic method for homogenization of multi-phase periodic composites with random material properties, Stochastic finite element methods for partial differential equations with random input data, On the treatment of distributed uncertainties in PDE-constrained optimization, Using automatic differentiation for compressive sensing in uncertainty quantification, eXtended Stochastic Finite Element Method for the numerical simulation of heterogeneous materials with random material interfaces, Uncertainty quantification models for micro-scale squeeze-film damping, Hybrid Stochastic Kinetic Description of Two-Dimensional Traffic Dynamics, Brownian Path Generation and Polynomial Chaos, A Low-Rank Solver for the Navier--Stokes Equations with Uncertain Viscosity, Density Estimation in Uncertainty Propagation Problems Using a Surrogate Model, Computing Invariant Sets of Random Differential Equations Using Polynomial Chaos, A stochastic Lamb–Oseen vortex solution of the 2D Navier–Stokes equations, Modeling of Allee effect in biofilm formation via the stochastic bistable Allen–Cahn partial differential equation, Convergence Analysis and Adaptive Order Selection for the Polynomial Chaos Approach to Direct Optimal Control under Uncertainties, Moment-Based Hybrid Polynomial Chaos Method for Interval and Random Uncertain Analysis of Periodical Composite Structural-Acoustic System with Multi-Scale Parameters, Data-driven forward discretizations for Bayesian inversion, Parameter estimation using polynomial chaos and maximum likelihood, Random field representations for stochastic elliptic boundary value problems and statistical inverse problems, Identification of random shapes from images through polynomial chaos expansion of random level set functions, Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs, Variational Inference Formulation for a Model-Free Simulation of a Dynamical System with Unknown Parameters by a Recurrent Neural Network, Error Estimation of Polynomial Chaos Approximations in Transient Structural Dynamics, Quantification of measurement error effects on conductivity reconstruction in electrical impedance tomography, 10 Model order reduction in uncertainty quantification, Nonlinear geometric optics based multiscale stochastic Galerkin methods for highly oscillatory transport equations with random inputs, Lattice Boltzmann Method for Stochastic Convection-Diffusion Equations, Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark, Polynomial Chaos as a Control Variate Method, Parameter-Robust Stochastic Galerkin Mixed Approximation for Linear Poroelasticity with Uncertain Inputs, A Higher Order Unscented Transform, Solving parametric PDE problems with artificial neural networks, Uncertainty Quantification of Bifurcations in Random Ordinary Differential Equations, Sparse Bayesian learning for complex‐valued rational approximations, Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation, Surrogate modeling for high dimensional uncertainty propagation via deep kernel polynomial chaos expansion, Gaussian active learning on multi-resolution arbitrary polynomial chaos emulator: concept for bias correction, assessment of surrogate reliability and its application to the carbon dioxide benchmark, Deep capsule encoder–decoder network for surrogate modeling and uncertainty quantification, An hp‐adaptive multi‐element stochastic collocation method for surrogate modeling with information re‐use, A nonlinear stochastic finite element method for solving elastoplastic problems with uncertainties, Stochastic dynamic analysis of composite plates in thermal environments using nonlinear autoregressive model with exogenous input in polynomial chaos expansion surrogate, Semi-reduced order stochastic finite element methods for solving contact problems with uncertainties, Challenges of order reduction techniques for problems involving polymorphic uncertainty, Reduced basis stochastic Galerkin methods for partial differential equations with random inputs, Sensitivity-enhanced generalized polynomial chaos for efficient uncertainty quantification, Multifidelity uncertainty quantification with models based on dissimilar parameters, A moment quadrature method for uncertainty quantification of three-dimensional crack propagation via extremely few model runs, The \textit{a posteriori} finite element method (APFEM), a framework for efficient parametric study and Bayesian inferences, Efficient probabilistic multi-fidelity calibration of a damage-plastic model for confined concrete, Uncertainty quantification analysis for simulation of wakes in wind-farms using a stochastic RANS solver, compared with a deep learning approach, Efficient prediction of turbulent flow quantities using a Bayesian hierarchical multifidelity model, Updating an uncertain and expensive computational model in structural dynamics based on one single target FRF using a probabilistic learning tool, Stochastic perturbation method for optimal control problem governed by parabolic PDEs with small uncertainties, Moment-based invariants for probabilistic loops with non-polynomial assignments, Reduced-order state-space models for two-dimensional discrete systems via bivariate discrete orthogonal polynomials, Spatiotemporal learning-based stochastic MPC with applications in aero-engine control, Classifier-based adaptive polynomial chaos expansion for high-dimensional uncertainty quantification, On the optimal control of kinetic epidemic models with uncertain social features, Error Estimate of a Quasi-Monte Carlo Time-Splitting Pseudospectral Method for Nonlinear Schrödinger Equation with Random Potentials, A polynomial chaos expansion approach for nonlinear dynamic systems with interval uncertainty, Mixed aleatory and epistemic uncertainty propagation using Dempster-Shafer theory, Turnpike properties of optimal boundary control problems with random linear hyperbolic systems, Operator shifting for noisy elliptic systems, A Normalizing Field Flow Induced Two-Stage Stochastic Homogenization Method for Random Composite Materials, Bi-Orthogonal fPINN: A Physics-Informed Neural Network Method for Solving Time-Dependent Stochastic Fractional PDEs, Non-linear stochastic dynamics analysis of mechanical systems using non-intrusive polynomial chaos method: application to pole vaulting, Parameters identification of cable stayed footbridges using Bayesian inference, Bayesian Deep Learning Framework for Uncertainty Quantification in Stochastic Partial Differential Equations, A Stieltjes Algorithm for Generating Multivariate Orthogonal Polynomials, Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction, Stochastic Galerkin methods for time-dependent radiative transfer equations with uncertain coefficients, Bi-fidelity modeling of uncertain and partially unknown systems using DeepONets, A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of terms, Efficient adaptive stochastic collocation strategies for advection-diffusion problems with uncertain inputs, Statistical laws of a one-dimensional model of turbulent flows subject to an external random force, Polynomial Propagation of Moments in Stochastic Differential Equations, A Posteriori Validation of Generalized Polynomial Chaos Expansions, Reduced-Order Modeling with Time-Dependent Bases for PDEs with Stochastic Boundary Conditions, An adaptive ANOVA stochastic Galerkin method for partial differential equations with high-dimensional random inputs, Stochastic optimal control for autonomous driving applications via polynomial chaos expansions, A stochastic LATIN method for stochastic and parameterized elastoplastic analysis, Probabilistic physics-guided transfer learning for material property prediction in extrusion deposition additive manufacturing, Accelerating hypersonic reentry simulations using deep learning-based hybridization (with guarantees), A hybrid data-driven-physics-constrained Gaussian process regression framework with deep kernel for uncertainty quantification, Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events, A Reduced Order Schwarz Method for Nonlinear Multiscale Elliptic Equations Based on Two-Layer Neural Networks, Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate, Kernel methods are competitive for operator learning, Probabilistic inference of reaction rate parameters from summary statistics, Active Subspace of Neural Networks: Structural Analysis and Universal Attacks, Operator Shifting for General Noisy Matrix Systems, On the Stability of Robust Dynamical Low-Rank Approximations for Hyperbolic Problems, Learning physics-based models from data: perspectives from inverse problems and model reduction, Asymptotic-preserving schemes for multiscale physical problems, Bifurcation Analysis of Brain Connectivity Regulated Neural Oscillations in Schizophrenia, MODELING EXPERIMENTAL DATA WITH POLYNOMIALS CHAOS, Stochastic Galerkin Methods for Linear Stability Analysis of Systems with Parametric Uncertainty, A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions, A General Framework of Rotational Sparse Approximation in Uncertainty Quantification, A TWO-STRAIN EPIDEMIC MODEL WITH UNCERTAINTY IN THE INTERACTION, Nonlinear magnetoquasistatic interface problem in a permanent-magnet machine with stochastic partial differential equation constraints, Sensitivity of two-dimensional spatially developing mixing layers with respect to uncertain inflow conditions, Error estimation in a stochastic finite element method in electrokinetics, Sensitivity analysis of large-eddy simulations to subgrid-scale-model parametric uncertainty using polynomial chaos, Design analysis for optimal calibration of diffusivity in reactive multilayers, Efficient Uncertainty Quantification and Variance-Based Sensitivity Analysis in Epidemic Modelling Using Polynomial Chaos, Propagation of epistemic uncertainty in queueing models with unreliable server using chaos expansions, A computable evolution equation for the joint response-excitation probability density function of stochastic dynamical systems, Interpolation of Functions with Parameter Dependent Jumps by Transformed Snapshots, Dynamically Orthogonal Runge–Kutta Schemes with Perturbative Retractions for the Dynamical Low-Rank Approximation, Global sensitivity analysis on numerical solver parameters of particle-in-cell models in particle accelerator systems, Sparse polynomial chaos expansions for uncertainty quantification in thermal tomography, Design of linear parameter varying quadratic regulator in polynomial chaos framework, Transformers for modeling physical systems, Numerical simulation of aortic coarctations of different grades of severity: flow features and importance of outlet boundary conditions, Stochastic modeling of the Ogden class of stored energy functions for hyperelastic materials: the compressible case, Theory and methods for random differential equations: a survey, Sliced Gradient-Enhanced Kriging for High-Dimensional Function Approximation, Adaptive experimental design for multi‐fidelity surrogate modeling of multi‐disciplinary systems, Unnamed Item, APPROXIMATING AND STABILIZING DYNAMIC RATE JACKSON NETWORKS WITH ABANDONMENT, Least Squares Approximation of Polynomial Chaos Expansions With Optimized Grid Points, APPROXIMATING SMOOTH, MULTIVARIATE FUNCTIONS ON IRREGULAR DOMAINS, Constructing Least-Squares Polynomial Approximations, A Numerical Comparison of Finite Difference and Finite Element Methods for a Stochastic Differential Equation with Polynomial Chaos, Stochastic Collocation vial₁-Minimisation on Low Discrepancy Point Sets with Application to Uncertainty Quantification, Application of gPCRK Methods to Nonlinear Random Differential Equations with Piecewise Constant Argument, A Preconditioned Low-Rank Projection Method with a Rank-Reduction Scheme for Stochastic Partial Differential Equations, A Multi-Index Quasi--Monte Carlo Algorithm for Lognormal Diffusion Problems, Scheduling Massively Parallel Multigrid for Multilevel Monte Carlo Methods, A Geometric Approach to Dynamical Model Order Reduction, Risk-averse optimal control of semilinear elliptic PDEs, PC Translation Models for Random Vectors and Multivariate Extremes, Compressed Principal Component Analysis of Non-Gaussian Vectors, Uncertainty Quantification Applied to Hemodynamic Simulations of Thoracic Aorta Aneurysms: Sensitivity to Inlet Conditions, Unnamed Item, A Low-Rank Approximated Multiscale Method for Pdes With Random Coefficients, A Reduced-Basis Polynomial-Chaos Approach with a Multi-parametric Truncation Scheme for Problems with Uncertainties, A computational study of preconditioning techniques for the stochastic diffusion equation with lognormal coefficient, Convergence Analysis on Stochastic Collocation Methods for the Linear Schrodinger Equation with Random Inputs, Emulation of Stochastic Simulators Using Generalized Lambda Models, An observation-driven time-dependent basis for a reduced description of transient stochastic systems, Particle Based gPC Methods for Mean-Field Models of Swarming with Uncertainty, Entropies and Symmetrization of Hyperbolic Stochastic Galerkin Formulations, Parameter Identification in Uncertain Scalar Conservation Laws Discretized with the Discontinuous Stochastic Galerkin Scheme, Cholesky-Based Experimental Design for Gaussian Process and Kernel-Based Emulation and Calibration, A WENO-Based Stochastic Galerkin Scheme for Ideal MHD Equations with Random Inputs, Exploring the Locally Low Dimensional Structure in Solving Random Elliptic PDEs, Embedded Ensemble Propagation for Improving Performance, Portability, and Scalability of Uncertainty Quantification on Emerging Computational Architectures, A Flexible Uncertainty Propagation Framework for General Multiphysics Systems, The Algebraic Method in Quadrature for Uncertainty Quantification, Dynamical Polynomial Chaos Expansions and Long Time Evolution of Differential Equations with Random Forcing, Non-intrusive Uncertainty Quantification with Sparse Grids for Multivariate Peridynamic Simulations, A Newton--Galerkin Method for Fluid Flow Exhibiting Uncertain Periodic Dynamics, A finite element approximation of linear stochastic PDEs driven by multiplicative white noise, The stochastic piston problem, A mixed ℓ₁ regularization approach for sparse simultaneous approximation of parameterized PDEs, Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks, Uncertainty Quantification Using Periodic Random Variables, On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations, Uncertainty Propagation Analysis of T/R Modules, On Nonintrusive Uncertainty Quantification and Surrogate Model Construction in Particle Accelerator Modeling, Numerical solutions of Black-Scholes integro-differential equations with convergence analysis, Numerical Trajectory Optimization for Stochastic Mechanical Systems, A Bramble--Pasciak Conjugate Gradient Method for Discrete Stokes Equations with Random Viscosity, On the Importance of the Jacobian Determinant in Parameter Inference for Random Parameter and Random Measurement Error Models, Gaussian Quadrature and Polynomial Approximation for One-Dimensional Ridge Functions, Acceleration of the Two-Level MGRIT Algorithm via the Diagonalization Technique, A Novel Reduced Spectral Function Approach for Finite Element Analysis of Stochastic Dynamical Systems, A Comparative Study of Uncertainty Propagation Methods in Structural Problems, A Generalized Polynomial Chaos-Based Method for Efficient Bayesian Calibration of Uncertain Computational Models, Adaptive Wick--Malliavin Approximation to Nonlinear SPDEs with Discrete Random Variables, Error Analysis of the Dynamically Orthogonal Approximation of Time Dependent Random PDEs, Convergence Analysis for Three Parareal Solvers, Stochastic Collocation Algorithms Using $l_1$-Minimization for Bayesian Solution of Inverse Problems, An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial Differential Equations with Random Input Data, Adjoint Error Estimation for Stochastic Collocation Methods, Hyperbolicity-Preserving and Well-Balanced Stochastic Galerkin Method for Shallow Water Equations, Is It Worthwhile Considering Orthogonality in Generalised Polynomial Chaos Expansions Applied to Solving Stochastic Models?, Iterative Polynomial Approximation Adapting to Arbitrary Probability Distribution, Sequential Active Learning of Low-Dimensional Model Representations for Reliability Analysis, Convergence of spectral likelihood approximation based on q-Hermite polynomials for Bayesian inverse problems, Efficient Bayesian Experimentation Using an Expected Information Gain Lower Bound, Optimal Partition in Terms of Independent Random Vectors of Any Non-Gaussian Vector Defined by a Set of Realizations, Polynomial Chaos Expansions for the Stability Analysis of Uncertain Delay Differential Equations, Surrogate Models for Oscillatory Systems Using Sparse Polynomial Chaos Expansions and Stochastic Time Warping, The stochastic Galerkin scaled boundary finite element method on random domain, A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions