Iterative polynomial approximation adapting to arbitrary probability distribution

DOI10.1137/140963170zbMATH Open1328.65017OpenAlexW1006947541MaRDI QIDQ5261599FDOQ5261599

Authors: Gaël Poëtte, Alexandre Birolleau, Didier Lucor 

Publication date: 6 July 2015

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/140963170

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zbMATH Keywords

uncertainty quantificationGibbs phenomenondiscontinuous functionsmoment theoryadaptive polynomial approximationiterative generalized polynomial chaos

Mathematics Subject Classification ID

Approximation by polynomials (41A10)

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Cited In (2)

• A gPC-intrusive Monte-Carlo scheme for the resolution of the uncertain linear Boltzmann equation
• Stochastic sensitivity analysis of large-eddy simulation predictions of the flow around a 5:1 rectangular cylinder

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