scientific article; zbMATH DE number 3321507
From MaRDI portal
zbMath0202.39901MaRDI QIDQ5600030
Publication date: 1963
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems, Global sensitivity analysis based on high-dimensional sparse surrogate construction, Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes, A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model, Surrogate approximation of the Grad-Shafranov free boundary problem via stochastic collocation on sparse grids, Computing time-consistent equilibria: a perturbation approach, Smooth bootstrapping of copula functionals, A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations, A new algorithm for high-dimensional uncertainty quantification based on dimension-adaptive sparse grid approximation and reduced basis methods, Stochastic isogeometric analysis on arbitrary multipatch domains by spline dimensional decomposition, A low-rank approach to the computation of path integrals, Simplex-stochastic collocation method with improved scalability, Sparse grid discontinuous Galerkin methods for high-dimensional elliptic equations, An adaptive sparse grid method for elliptic PDEs with stochastic coefficients, Non-intrusive reduced order modelling of the Navier-Stokes equations, High-order ADI schemes for diffusion equations with mixed derivatives in the combination technique, SFE method using Hermite polynomials: An approach for solving nonlinear mechanical problems with uncertain parameters, Uncertainty quantification via random domain decomposition and probabilistic collocation on sparse grids, Entropy stable Galerkin methods with suitable quadrature rules for hyperbolic systems with random inputs, Computing expensive multivariate functions of fuzzy numbers using sparse grids, An asymptotically compatible probabilistic collocation method for randomly heterogeneous nonlocal problems, Multilevel Picard approximations of high-dimensional semilinear partial differential equations with locally monotone coefficient functions, Sparse pseudo spectral projection methods with directional adaptation for uncertainty quantification, Sparse grid method for highly efficient computation of exposures for xVA, Optimal computing units in the problem of discretizing solutions of the Klein-Gordon equation and their limit errors, IGA-based multi-index stochastic collocation for random PDEs on arbitrary domains, Orderly exact calculation of integrals of products of functions by the method of tensor products of functionals, High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance, Adaptive weighted least-squares polynomial chaos expansion with basis adaptivity and sequential adaptive sampling, Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability, Numerical approximation of poroelasticity with random coefficients using polynomial chaos and hybrid high-order methods, Analytic regularity and stochastic collocation of high-dimensional Newton iterates, Multiscale uncertainty quantification with arbitrary polynomial chaos, Stochastic isogeometric analysis in linear elasticity, On optimal discretization of solutions of the heat equation and the limit error of the optimum computing unit, Practical uncertainty quantification analysis involving statistically dependent random variables, Multivariate quadrature rules on crosslet sparse grids, A meshfree peridynamic model for brittle fracture in randomly heterogeneous materials, High-order statistics in global sensitivity analysis: decomposition and model reduction, Robust shape optimization of continuous structures via the level set method, Multi-fidelity non-intrusive polynomial chaos based on regression, A sharp upper bound for sampling numbers in \(L_2\), Projection pursuit adaptation on polynomial chaos expansions, Stochastic collocation approach with adaptive mesh refinement for parametric uncertainty analysis, Sparse grid approximation in weighted Wiener spaces, On applicability of the sparse grid method in the worst case setting, A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients, Set propagation in dynamical systems with generalised polynomial algebra and its computational complexity, \(N\)-widths and \(\varepsilon \)-dimensions for high-dimensional approximations, On tractability of linear tensor product problems for \(\infty \)-variate classes of functions, Tractability of approximation of \(\infty\)-variate functions with bounded mixed partial derivatives, On the use of derivatives in the polynomial chaos based global sensitivity and uncertainty analysis applied to the distributed parameter models, On the capabilities of the polynomial chaos expansion method within SFE analysis -- an overview, Krylov implicit integration factor discontinuous Galerkin methods on sparse grids for high dimensional reaction-diffusion equations, Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations, Stochastic smoothed profile method for modeling random roughness in flow problems, Adaptive non-intrusive reduced order modeling for compressible flows, A nonintrusive reduced order modelling approach using proper orthogonal decomposition and locally adaptive sparse grids, Generation of nested quadrature rules for generic weight functions via numerical optimization: application to sparse grids, On weak tractability of the Clenshaw-Curtis Smolyak algorithm, Parametric uncertainty analysis of pulse wave propagation in a model of a human arterial network, Cubature formulas for function spaces with moderate smoothness, Bounds on Kolmogorov widths and sampling recovery for classes with small mixed smoothness, Accelerated basis adaptation in homogeneous chaos spaces, A compressed-sensing approach for closed-loop optimal control of nonlinear systems, Quasioptimality of maximum-volume cross interpolation of tensors, Multivariate approximation by translates of the Korobov function on Smolyak grids, On convergence rates of Fejér and Gauss-Chebyshev quadrature rules, Numerical comparison of three stochastic methods for nonlinear PN junction problems, Approximation of the classes \(H_p^\omega\) of periodic functions of many variables in the space \(L_p\), Fast construction of the Fejér and Clenshaw-Curtis quadrature rules, Efficient uncertainty quantification with the polynomial chaos method for stiff systems, Interpolation of Lipschitz functions, Solving stochastic optimal control problems by a Wiener chaos approach, Dimension-dependent error estimates for sampling recovery on Smolyak grids based on B-spline quasi-interpolation, Approximating mixed Hölder functions using random samples, Adaptive multi-element polynomial chaos with discrete measure: algorithms and application to SPDEs, Multiple sparse-grid Gauss-Hermite filtering, Analytical approximation and numerical studies of one-dimensional elliptic equation with random coefficients, Explicit error bounds for randomized Smolyak algorithms and an application to infinite-dimensional integration, Polynomial chaos level points method for one-dimensional uncertain steep problems, On the construction of uncertain time series surrogates using polynomial chaos and Gaussian processes, Quadrature filters for one-step randomly delayed measurements, Information based complexity for high dimensional sparse functions, On almost tight Euclidean designs for rotationally symmetric integrals, Large-scale robust topology optimization using multi-GPU systems, Non-stationary transport phenomena in networks of fractures: effective simulations and stochastic analysis, A parameterized non-intrusive reduced order model and error analysis for general time-dependent nonlinear partial differential equations and its applications, Topology optimization under uncertainty via non-intrusive polynomial chaos expansion, Gradient based design optimization under uncertainty via stochastic expansion methods, A new non-intrusive polynomial chaos using higher order sensitivities, Adaptive reduced-basis generation for reduced-order modeling for the solution of stochastic nondestructive evaluation problems, Stochastic Galerkin framework with locally reduced bases for nonlinear two-phase transport in heterogeneous formations, Least squares polynomial chaos expansion: a review of sampling strategies, Uncertainty quantification and Heston model, On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations, Non-intrusive subdomain POD-TPWL for reservoir history matching, A tensor decomposition algorithm for large ODEs with conservation laws, Sparse grid spaces for the numerical solution of the electronic Schrödinger equation, Smolyak's algorithm for weighted \(L_1\)-approximation of multivariate functions with bounded \(r\)th mixed derivatives over \(\mathbb R^d\), SpaGrOW -- a derivative-free optimization scheme for intermolecular force field parameters based on sparse grid methods, Sampling on energy-norm based sparse grids for the optimal recovery of Sobolev type functions in \(H^\gamma\), On tensor product approximation of analytic functions, Likelihood approximation by numerical integration on sparse grids, A sparse grid stochastic collocation method for elliptic interface problems with random input, Principal manifold learning by sparse grids, Optimal quasi-Monte Carlo rules on order 2 digital nets for the numerical integration of multivariate periodic functions, QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach, Multi-element probabilistic collocation method in high dimensions, Numerical quadrature for high-dimensional singular integrals over parallelotopes, Variational theory and computations in stochastic plasticity, On the use of ANOVA expansions in reduced basis methods for parametric partial differential equations, A probabilistic graphical model approach to stochastic multiscale partial differential equations, The combination technique and some generalisations, Principles of verified numerical integration, Multi-output separable Gaussian process: towards an efficient, fully Bayesian paradigm for uncertainty quantification, Multi-element stochastic spectral projection for high quantile estimation, Improved statistical models for limited datasets in uncertainty quantification using stochastic collocation, A one-time truncate and encode multiresolution stochastic framework, Semi-implicit integration factor methods on sparse grids for high-dimensional systems, Evaluation of convergence behavior of metamodeling techniques for bridging scales in multi-scale multimaterial simulation, Computing overall elastic constants of polydisperse particulate composites from microtomographic data, Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs, A new sparse grid based method for uncertainty propagation, Adaptive-sparse polynomial chaos expansion for reliability analysis and design of complex engineering systems, A comparative study of probability estimation methods for reliability analysis, Topology optimization considering material and geometric uncertainties using stochastic collocation methods, Robust topology optimization accounting for misplacement of material, An adaptive dimension decomposition and reselection method for reliability analysis, Multi-output local Gaussian process regression: applications to uncertainty quantification, Adaptive sparse grid algorithms with applications to electromagnetic scattering under uncertainty, On ANOVA expansions and strategies for choosing the anchor point, Numerical studies of three-dimensional stochastic Darcy's equation and stochastic advection-diffusion-dispersion equation, Approximative capabilities of ``Smolyak type computational aggregates with Dirichlet, Fejér and Vallée-Poussin kernels in the scale of Ul'yanov classes, High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs, On reconstruction of multiplicative transformations of functions in anisotropic spaces, Comparison of solutions to the multi-country real business cycle model, Solving the multi-country real business cycle model using a Smolyak-collocation method, Approximation of mixed order Sobolev functions on the \(d\)-torus: asymptotics, preasymptotics, and \(d\)-dependence, Solving stochastic systems with low-rank tensor compression, Tractability of approximating multivariate linear functionals, Parametric uncertainty and global sensitivity analysis in a model of the carotid bifurcation: identification and ranking of most sensitive model parameters, Multiscale stochastic preconditioners in non-intrusive spectral projection, Adaptive sparse polynomial chaos expansion based on least angle regression, Wavelet approximation in weighted Sobolev spaces of mixed order with applications to the electronic Schrödinger equation, Discretization of the solutions of the heat equation, An exact order of discrepancy of the Smolyak grid and some general conclusions in the theory of numerical integration, Robust control of uncertain cylinder wake flows based on robust reduced order models, Acceleration of uncertainty updating in the description of transport processes in heterogeneous materials, Sampling, denoising and compression of matrices by coherent matrix organization, Tractability of infinite-dimensional integration in the worst case and randomized settings, B-spline quasi-interpolant representations and sampling recovery of functions with mixed smoothness, A survey of average case complexity for linear multivariate problems, A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach, The construction of numerical integration rules of degree three for product regions, A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos -- capturing all scales of random modes on independent grids, Geometrically nonlinear behavior of structural systems with random material property: an asymptotic spectral stochastic approach, Uncertainty quantification of MEMS using a data-dependent adaptive stochastic collocation method, Performance of cubature formulae in probabilistic model analysis and optimization, Approximation of high-dimensional rank one tensors, Greedy algorithms for high-dimensional eigenvalue problems, Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs, On the influence of uncertainty in computational simulations of a high-speed jet flow from an aircraft exhaust, Multi-level Monte Carlo weak Galerkin method for elliptic equations with stochastic jump coefficients, Practical identifiability and uncertainty quantification of a pulsatile cardiovascular model, Stochastic collocation with kernel density estimation, Global sensitivity analysis through polynomial chaos expansion of a basin-scale geochemical compaction model, Non-intrusive uncertainty quantification using reduced cubature rules, Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids, Robust PID design by chance-constrained optimization, Computing equilibrium in OLG models with stochastic production, Sampling and cubature on sparse grids based on a B-spline quasi-interpolation, Sparse finite element methods for operator equations with stochastic data., The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications, Sampling inequalities for sparse grids, Sparse pseudospectral approximation method, An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations, Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids, On the regularity of the electronic Schrödinger equation in Hilbert spaces of mixed derivatives, Numerical approach for quantification of epistemic uncertainty, A new class of equal-weight integration rules on the hypercube, Liberating the dimension for function approximation: standard information, B-spline quasi-interpolation on sparse grids, Dimension-wise integration of high-dimensional functions with applications to finance, Spatially adaptive sparse grids for high-dimensional data-driven problems, Stochastic modeling of random roughness in shock scattering problems: theory and simulations, Multiscale finite element methods for stochastic porous media flow equations and application to uncertainty quantification, SAMBA: sparse approximation of moment-based arbitrary polynomial chaos, Inverse regression-based uncertainty quantification algorithms for high-dimensional models: theory and practice, Variance reduction through robust design of boundary conditions for stochastic hyperbolic systems of equations, Enhancing sparsity of Hermite polynomial expansions by iterative rotations, A domain adaptive stochastic collocation approach for analysis of MEMS under uncertainties, Uncertain eigenvalue analysis by the sparse grid stochastic collocation method, Efficient stochastic Galerkin methods for random diffusion equations, A stochastic multiscale framework for modeling flow through random heterogeneous porous media, Guaranteed cost spacecraft attitude stabilization under actuator misalignments using linear partial differential equations, Adaptive sampling-based quadrature rules for efficient Bayesian prediction, Fundamental tensor operations for large-scale data analysis using tensor network formats, Stochastic dosimetry of a three compartment head model, Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations, Applicability of Smolyak's algorithms to certain Banach spaces of multivariate functions., An adaptive high-order piecewise polynomial based sparse grid collocation method with applications, A survey of information-based complexity, Novel results for the anisotropic sparse grid quadrature, Adaptive sparse-grid Gauss-Hermite filter, On the existence of optimal affine methods for approximating linear functionals, Stochastic analysis of the impact of freestream conditions on the aerodynamics of a rectangular 5:1 cylinder, An efficient non-intrusive reduced basis model for high dimensional stochastic problems in CFD, A note on the optimal recovery of functions in \(H^{\infty}\), Adaptive numerical integration in element-free Galerkin methods for elliptic boundary value problems, A priori testing of sparse adaptive polynomial chaos expansions using an ocean general circulation model database, Reliability-based topology optimization using stochastic response surface method with sparse grid design, Robust topology optimization based on stochastic collocation methods under loading uncertainties, A stochastic multiscale method for the elastodynamic wave equation arising from fiber composites, Optimization of black-box problems using Smolyak grids and polynomial approximations, Mixed Hölder matrix discovery via wavelet shrinkage and Calderón-Zygmund decompositions, Robust averaged control of vibrations for the Bernoulli-Euler beam equation, Optimal sampling recovery of mixed order Sobolev embeddings via discrete {L}ittlewood--{P}aley type characterizations, Basis adaptation and domain decomposition for steady-state partial differential equations with random coefficients, Mitigating the curse of dimensionality: sparse grid characteristics method for optimal feedback control and HJB equations, Probability density evolution analysis of engineering structures via cubature points, Cubature formulas, discrepancy, and nonlinear approximation, Sparse-grid quadrature nonlinear filtering, B-spline quasi-interpolation sampling representation and sampling recovery in Sobolev spaces of mixed smoothness, Surrogate combining harmonic decomposition and polynomial chaos for seismic shear waves in uncertain media, A pseudospectral approach for Kirchhoff plate bending problems with uncertainties, An adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equations, Applications of Smolyak quadrature formulas to the numerical integration of Fourier coefficients and in function recovery problems, Inverse modeling of tracer flow via a mass conservative generalized multiscale finite volume/element method and stochastic collocation, Weighted tensor product algorithms for linear multivariate problems, Robust optimal design of quantum electronic devices, On an interpolatory method for high dimensional integration, PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique, A note on the complexity of solving Poisson's equation for spaces of bounded mixed derivatives, Fast Bayesian optimal experimental design for seismic source inversion, A probabilistic collocation eulerian-Lagrangian localized adjoint method on sparse grids for assessing \(\operatorname{CO}_2\) leakage through wells in randomly heterogeneous porous media, Stable and efficient cubature rules by metaheuristic optimization with application to Kalman filtering, Stochastic sensitivity analysis of numerical simulations of injector internal flows to cavitation modeling parameters, The mixed Lipschitz space and its dual for tree metrics, Finite volume simulation framework for die casting with uncertainty quantification, Optimal linear randomized methods for linear operators in Hilbert spaces, Error analysis of the Wiener-Askey polynomial chaos with hyperbolic cross approximation and its application to differential equations with random input, Generation and application of multivariate polynomial quadrature rules, Large-scale stochastic topology optimization using adaptive mesh refinement and coarsening through a two-level parallelization scheme, Uncertainty quantification under dependent random variables by a generalized polynomial dimensional decomposition, A painless intrusive polynomial chaos method with RANS-based applications, Uncertainty quantification for Maxwell's eigenproblem based on isogeometric analysis and mode tracking, One-dimensional modeling of fractional flow reserve in coronary artery disease: uncertainty quantification and Bayesian optimization, Sparse approximation of multilinear problems with applications to kernel-based methods in UQ, A short review of FDTD-based methods for uncertainty quantification in computational electromagnetics, Computing equilibria in dynamic models with occasionally binding constraints, Smolyak method for solving dynamic economic models: Lagrange interpolation, anisotropic grid and adaptive domain, Fourier pseudospectral method on generalized sparse grids for the space-fractional Schrödinger equation, Uncertainty quantification in discrete fracture network models: stochastic fracture transmissivity, Uncertainty quantification for a 1D thermo-hyperelastic coupled problem using polynomial chaos projection and \(p\)-FEMs, Analysis and computation of the elastic wave equation with random coefficients, Analytic regularity and collocation approximation for elliptic PDEs with random domain deformations, Explicit cost bounds of stochastic Galerkin approximations for parameterized PDEs with random coefficients, On the error made in recovering functions of a certain class on parallelepiped-type grids, Infinite-dimensional integration and the multivariate decomposition method, \textit{hp}-VPINNs: variational physics-informed neural networks with domain decomposition, Hybrid topology/shape optimization under uncertainty for actively-cooled nature-inspired microvascular composites, Assessment of uncertainties in hot-wire anemometry and oil-film interferometry measurements for wall-bounded turbulent flows, A stochastic collocation approach for parabolic PDEs with random domain deformations, Existence and characterization of optimal quadrature formulas for a certain class of differentiable functions, A Laplace method for under-determined Bayesian optimal experimental designs, Adaptive interpolation algorithm based on a kd-tree for numerical integration of systems of ordinary differential equations with interval initial conditions, Numerical performance of optimized Frolov lattices in tensor product reproducing kernel Sobolev spaces, Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification, A hybrid collocation-perturbation approach for PDEs with random domains, Adaptive interpolation algorithm on sparse meshes for numerical integration of systems of ordinary differential equations with interval uncertainties, An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations, Stochastic collocation with hierarchical extended B-splines on sparse grids, Nontensorial Clenshaw-Curtis cubature, Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance, Adaptive sparse grid multilevel methods for elliptic PDEs based on finite differences, A copula-based uncertainty propagation method for structures with correlated parametric p-boxes, Polynomial surrogates for Bayesian traveltime tomography, Polynomial-time algorithms for multivariate linear problems with finite-order weights: Average case setting, What Monte Carlo models can do and cannot do efficiently?, Stochastic simulation of riser-sections with uncertain measured pressure loads and/or uncertain material properties, An efficient SFE method using Lagrange polynomials: application to nonlinear mechanical problems with uncertain parameters, Stochastic design optimization: application to reacting flows, On the error of multidimensional quadrature formulas for certain classes of functions, Numerical analysis of a second order ensemble algorithm for numerical approximation of stochastic Stokes-Darcy equations, Stable high-order randomized cubature formulae in arbitrary dimension, Interval approach to solving parametric identification problems for dynamical systems, Learning ``best kernels from data in Gaussian process regression. With application to aerodynamics, Evaluating the uncertainty of darcy velocity with sparse grid collocation method, Optimization and learning with nonlocal calculus, Hyperbolic cross designs for approximation of random fields, Fast sparse grid operations using the unidirectional principle: a generalized and unified framework, Propagation of uncertainties in density-driven flow, A posteriori error estimation for the stochastic collocation finite element approximation of the heat equation with random coefficients, A sparse-grid probabilistic scheme for approximation of the runaway probability of electrons in fusion tokamak simulation, An \(O(N)\) algorithm for computing expectation of \(N\)-dimensional truncated multi-variate normal distribution. II: computing moments and sparse grid acceleration, Bayesian \(A\)-optimal two-phase designs with a single blocking factor in each phase, A multi-element non-intrusive polynomial chaos method using agglomerative clustering based on the derivatives to study irregular and discontinuous quantities of interest, An effective and efficient method for structural reliability considering the distributional parametric uncertainty, On optimal direct methods for solving Volterra equations in a Hilbert space, Sparse polynomial prediction, Sensitivity-enhanced generalized polynomial chaos for efficient uncertainty quantification, A moment quadrature method for uncertainty quantification of three-dimensional crack propagation via extremely few model runs, Gaussian kernel quadrature Kalman filter, Uncertainty quantification for mineral precipitation and dissolution in fractured porous media, Projective Integral Updates for High-Dimensional Variational Inference, High-dimensional approximation with kernel-based multilevel methods on sparse grids, Sliding window algorithm for parametric identification of dynamical systems with rectangular and ellipsoid parameter uncertainty domains, An efficient numerical method on modified space-time sparse grid for time-fractional diffusion equation with nonsmooth data, A Multilevel Method for Many-Electron Schrödinger Equations Based on the Atomic Cluster Expansion, A Conservative Low Rank Tensor Method for the Vlasov Dynamics, Multigrid preconditioners for optimal control problems with stochastic elliptic PDE constraints, A priori error estimates of a meshless method for optimal control problems of stochastic elliptic PDEs, Computing quantum dynamics in the semiclassical regime, Tensors in computations, A data-driven stochastic collocation approach for uncertainty quantification in MEMS, A nonintrusive stochastic multiscale solver, ON THE LOWER BOUND IN THE PROBLEM OF APPROXIMATE RECONSTRUCTION OF FUNCTIONS BY VALUES OF THE RADON TRANSFORM, Error Estimation and Adaptivity for Stochastic Collocation Finite Elements Part I: Single-Level Approximation, A General Framework of Rotational Sparse Approximation in Uncertainty Quantification, Numerical Integration in Multiple Dimensions with Designed Quadrature, Stochastic Galerkin Finite Element Method with Local Conductivity Basis for Electrical Impedance Tomography, A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data, Sensitivity Analysis for Stability of Uncertain Delay Differential Equations Using Polynomial Chaos Expansions, Adaptive Design and Analysis Via Partitioning Trees for Emulation of a Complex Computer Code, A Sparse Stochastic Collocation Technique for High-Frequency Wave Propagation with Uncertainty, A Posteriori Error Estimation for the Stochastic Collocation Finite Element Method, Smoothing the payoff for efficient computation of Basket option prices, Optimal Expected-Shortfall Portfolio Selection with Copula-Induced Dependence, Numerical prediction of the influence of uncertain inflow conditions in pipes by polynomial chaos, Design analysis for optimal calibration of diffusivity in reactive multilayers, A Spline Dimensional Decomposition for Uncertainty Quantification in High Dimensions, A Sparse Interpolation Algorithm for Dynamical Simulations in Computational Chemistry, Liberating the Dimension for Function Approximation and Integration, General algorithm for the numerical integration of functions of several variables, Unnamed Item, Unnamed Item, Collocation Methods for Exploring Perturbations in Linear Stability Analysis, Robust optimal shape design for an elliptic PDE with uncertainty in its input data, Cubature, Approximation, and Isotropy in the Hypercube, Proper orthogonal decomposition-based model order reduction via radial basis functions for molecular dynamics systems, Moment-independent regional sensitivity analysis of complicated models with great efficiency, Sparse grids-based stochastic approximations with applications to aerodynamics sensitivity analysis, Some Results on the Complexity of Numerical Integration, NUMBER-THEORETIC METHOD IN APPROXIMATE ANALYSIS, О классических теоретико-числовых сетках, A Randomized Tensor Quadrature Method for High Dimensional Polynomial Approximation, Polynomial Collocation for Handling an Inaccurately Known Measurement Configuration in Electrical Impedance Tomography, Polynomial stochastic dynamical indicators, Convergence rates of high dimensional Smolyak quadrature, Fully Symmetric Kernel Quadrature, Parallel cross interpolation for high-precision calculation of high-dimensional integrals, Nonintrusive Uncertainty Analysis of Fluid-Structure Interaction with Spatially Adaptive Sparse Grids and Polynomial Chaos Expansion, Distributed Control of the Stochastic Burgers Equation with Random Input Data, Sliced-Inverse-Regression--Aided Rotated Compressive Sensing Method for Uncertainty Quantification, Tractability of Multivariate Problems for Standard and Linear Information in the Worst Case Setting: Part II, Sparse finite element approximation of high-dimensional transport-dominated diffusion problems, A Method for Dimensionally Adaptive Sparse Trigonometric Interpolation of Periodic Functions, Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models, Sparse Grid Combination Technique for Hagan SABR/LIBOR Market Model, Surrogate-Based Ensemble Grouping Strategies for Embedded Sampling-Based Uncertainty Quantification, Inelastic Media under Uncertainty: Stochastic Models and Computational Approaches, Characterising model dynamics using sparse grid interpolation: Parameter estimation of cholera, Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations, Efficient Reduced Basis Methods for Saddle Point Problems with Applications in Groundwater Flow, 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, Equation‐free model reduction for complex dynamical systems, A computer assisted proof of the symmetries of least energy nodal solutions on squares, A Reduced-Basis Polynomial-Chaos Approach with a Multi-parametric Truncation Scheme for Problems with Uncertainties, On the Numerical Rank of Radial Basis Function Kernels in High Dimensions, Analysis and Application of Stochastic Collocation Methods for Maxwell's Equations with Random Inputs, Failure model for heterogeneous structures using structured meshes and accounting for probability aspects, An ADI Sparse Grid method for Pricing Efficiently American Options under the Heston Model, High dimensional numerical problems, A homotopy training algorithm for fully connected neural networks, Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures, Better Approximations of High Dimensional Smooth Functions by Deep Neural Networks with Rectified Power Units, A Sparse Grid Discrete Ordinate Discontinuous Galerkin Method for the Radiative Transfer Equation, Discretization of solutions to Poisson’s equation in the Korobov class, On the computation of the eigenproblems of hydrogen and helium in strong magnetic and electric fields with the sparse grid combination technique, Stochastic Collocation Methods for Nonlinear Parabolic Equations with Random Coefficients, Adaptive wavelet algorithms for elliptic PDE's on product domains, Optimized general sparse grid approximation spaces for operator equations, Stochastic finite element methods for partial differential equations with random input data, Efficient Implementations of the Multivariate Decomposition Method for Approximating Infinite-Variate Integrals, Sparse grids for the Schrödinger equation, Generating Nested Quadrature Rules with Positive Weights based on Arbitrary Sample Sets, Sparse quadrature for high-dimensional integration with Gaussian measure, A Cache-Optimal Alternative to the Unidirectional Hierarchization Algorithm, An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient, Reconstruction Operator of Functions from the Sobolev Space, Multilevel Adaptive Sparse Leja Approximations for Bayesian Inverse Problems, On the optimal convergence rate of universal and nonuniversal algorithms for multivariate integration and approximation, Spectral Tensor-Train Decomposition, Quasi-Monte Carlo methods and pseudo-random numbers, Analysis and implementation issues for the numerical approximation of parabolic equations with random coefficients, On output functionals of boundary value problems on stochastic domains, A Fast Matrix-free Algorithm for Spectral Approximations to the Schrödinger Equation, A Hybrid HDMR for Mixed Multiscale Finite Element Methods with Application to Flows in Random Porous Media, A Generalized Spatially Adaptive Sparse Grid Combination Technique with Dimension-wise Refinement, Lower bounds for the integration error for multivariate functions with mixed smoothness and optimal Fibonacci cubature for functions on the square, Fast Discrete Fourier Transform on Generalized Sparse Grids, An Adaptive Wavelet Stochastic Collocation Method for Irregular Solutions of Partial Differential Equations with Random Input Data, Adjoint Error Estimation for Stochastic Collocation Methods, Cubature formulas for symmetric measures in higher dimensions with few points, Accelerated Bayesian inference-based history matching of petroleum reservoirs using polynomial chaos expansions, Adaptive Uncertainty Quantification for Computational Fluid Dynamics, Calculation of Discrepancy Measures and Applications, New Error Bounds for Deep ReLU Networks Using Sparse Grids, Nonintrusive Polynomial Chaos Expansions for Sensitivity Analysis in Stochastic Differential Equations
