On ANOVA expansions and strategies for choosing the anchor point
DOI10.1016/J.AMC.2010.08.061zbMATH Open1206.65125OpenAlexW2152465813MaRDI QIDQ613264FDOQ613264
Publication date: 20 December 2010
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: http://infoscience.epfl.ch/record/190410
sparse grid quadratureanchor pointANOVA decompositionhigh-dimensional integralsanalysis-of-variationanchored ANOVA expansionANOVA expansion
Numerical quadrature and cubature formulas (65D32) Multidimensional problems (41A63) Approximate quadratures (41A55) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)
Cites Work
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Cited In (15)
- High-Dimensional Dynamic Stochastic Model Representation
- An adaptive reduced basis ANOVA method for high-dimensional Bayesian inverse problems
- Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs
- An adaptive ANOVA stochastic Galerkin method for partial differential equations with high-dimensional random inputs
- Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation
- Numerical methods for high-dimensional probability density function equations
- Sensitivity analysis using anchored ANOVA expansion and high-order moments computation
- On the use of ANOVA expansions in reduced basis methods for parametric partial differential equations
- Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations
- A Hybrid HDMR for Mixed Multiscale Finite Element Methods with Application to Flows in Random Porous Media
- ANOVA Gaussian process modeling for high-dimensional stochastic computational models
- A new algorithm for high-dimensional uncertainty quantification based on dimension-adaptive sparse grid approximation and reduced basis methods
- Robust Level-Set-Based Topology Optimization Under Uncertainties Using Anchored ANOVA Petrov–Galerkin Method
- A combination between the reduced basis method and the ANOVA expansion: on the computation of sensitivity indices
- A hybrid anchored-ANOVA - POD/Kriging method for uncertainty quantification in unsteady high-fidelity CFD simulations
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