Distinguishing and integrating aleatoric and epistemic variation in uncertainty quantification

DOI10.1051/m2an/2012038zbMath1266.65009arXiv1103.1861OpenAlexW2962881065MaRDI QIDQ5299850

Publication date: 24 June 2013

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1103.1861

zbMATH Keywords

relative entropy stochastic differential equations quadrature Monte Carlo integration spectral methods uncertainty quantification epistemic uncertainty stochastic collocation method generalized polynomial chaos aleatoric uncertainty

Mathematics Subject Classification ID

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