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

zbMATH Keywords

uncertainty quantificationGibbs phenomenondiscontinuous functionsmoment theoryadaptive polynomial approximationiterative generalized polynomial chaos

Mathematics Subject Classification ID

Approximation by polynomials (41A10)

Recommendations

• scientific article; zbMATH DE number 219961
• On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations
• Polynomial chaos for the approximation of uncertainties: Chances and limits
• Adaptive Smolyak Pseudospectral Approximations
• scientific article; zbMATH DE number 1263444

Cites work

• scientific article; zbMATH DE number 49187 (Why is no real title available?)
• scientific article; zbMATH DE number 3560401 (Why is no real title available?)
• scientific article; zbMATH DE number 554737 (Why is no real title available?)
• scientific article; zbMATH DE number 3219899 (Why is no real title available?)
• scientific article; zbMATH DE number 967333 (Why is no real title available?)
• scientific article; zbMATH DE number 3037624 (Why is no real title available?)
• A Lanczos method for approximating composite functions
• A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms
• A priori model reduction through proper generalized decomposition for solving time-dependent partial differential equations
• A review of david gottlieb's work on the resolution of the Gibbs phenomenon
• A stochastic particle-mesh scheme for uncertainty propagation in vortical flows
• A stochastic projection method for fluid flow. I: Basic formulation
• A stochastic view of isotropic turbulence decay
• Adaptive Bayesian inference for discontinuous inverse problems, application to hyperbolic conservation laws
• An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
• Beyond Wiener-Askey expansions: handling arbitrary PDFs
• Convergence of a greedy algorithm for high-dimensional convex nonlinear problems
• Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
• Dynamically orthogonal field equations for continuous stochastic dynamical systems
• Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
• Geometry of moment spaces
• Hyperbolic conservation laws with stiff relaxation terms and entropy
• MAXIMUM ENTROPY FOR REDUCED MOMENT PROBLEMS
• Moment closure hierarchies for kinetic theories.
• Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
• Non intrusive iterative stochastic spectral representation with application to compressible gas dynamics
• Orthogonal functionals of the Poisson process
• Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure
• Reduced basis techniques for stochastic problems
• SOME EXPERIMENTS WITH STABILITY ANALYSIS OF DISCRETE INCOMPRESSIBLE FLOWS IN THE LID-DRIVEN CAVITY
• Sensitivity analysis of large-eddy simulations to subgrid-scale-model parametric uncertainty using polynomial chaos
• Sensitivity of two-dimensional spatially developing mixing layers with respect to uncertain inflow conditions
• Solution of stochastic partial differential equations using Galerkin finite element techniques
• Stochastic heat transfer enhancement in a grooved channel
• Stochastic model reduction for chaos representations
• Stochastic processes and orthogonal polynomials
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• The truncated Stieltjes moment problem solved by using kernel density functions
• Time-dependent generalized polynomial chaos
• Treatment of uncertain material interfaces in compressible flows
• Uncertainty propagation in finite deformations--A spectral stochastic Lagrangian approach
• Uncertainty propagation using Wiener-Haar expansions
• Uncertainty quantification for systems of conservation laws

Cited in

(2)

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

This page was built for publication: Iterative polynomial approximation adapting to arbitrary probability distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5261599)