Variance-based simplex stochastic collocation with model order reduction for high-dimensional systems

DOI10.1002/NME.5992MaRDI QIDQ6555319zbMATH OpenFDO

Authors Dimitris G. Giovanis, Michael D. Shields

Publication date 14 June 2024

Published in International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/NME.5992

zbMATH Keywords

higher-order singular value decompositionmulti-element collocationpolynomial chaosreduced-order modelsimplex stochastic collocationsingular value decomposition

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)

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Cited in

(2)

• An adaptive sparse grid rational Arnoldi method for uncertainty quantification of dynamical systems in the frequency domain
• Polynomial chaos expansions on principal geodesic Grassmannian submanifolds for surrogate modeling and uncertainty quantification

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