Multi-element probabilistic collocation method in high dimensions
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Cites work
- scientific article; zbMATH DE number 3147701 (Why is no real title available?)
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 926675 (Why is no real title available?)
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- A Class of Statistics with Asymptotically Normal Distribution
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- An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
- An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
- Anchor points matter in ANOVA decomposition
- Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
- Dimension-adaptive tensor-product quadrature
- Dynamical eigenfunction decomposition of turbulent channel flow
- Efficient input-output model representations
- Finite elements for elliptic problems with stochastic coefficients
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
- High dimensional integration of smooth functions over cubes
- High dimensional polynomial interpolation on sparse grids
- High-Order Collocation Methods for Differential Equations with Random Inputs
- Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
- Multi-resolution analysis of Wiener-type uncertainty propagation schemes
- Multivariate sensitivity analysis of saturated flow through simulated highly heterogeneous groundwater aquifers
- On the Smolyak cubature error for analytic functions
- Simple cubature formulas with high polynomial exactness
- Solution of stochastic partial differential equations using Galerkin finite element techniques
- Sparse Quadrature as an Alternative to Monte Carlo for Stochastic Finite Element Techniques
- Sparse grid collocation schemes for stochastic natural convection problems
- Sparse high order FEM for elliptic sPDEs
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- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
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- The effective dimension and quasi-Monte Carlo integration
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- The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
- Uncertainty Quantification in CFD Simulations: A Stochastic Spectral Approach
- Uncertainty propagation using Wiener-Haar expansions
- Weighted tensor product algorithms for linear multivariate problems
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?
Cited in
(90)- Generation and application of multivariate polynomial quadrature rules
- Dynamically orthogonal tensor methods for high-dimensional nonlinear PDEs
- Probabilistic optimization of engineering system with prescribed target design in a reduced parameter space
- A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
- Variance-based simplex stochastic collocation with model order reduction for high-dimensional systems
- Convergence of a stochastic collocation finite volume method for the compressible Navier-Stokes system
- Gradient-based optimization for regression in the functional tensor-train format
- Divide and conquer: an incremental sparsity promoting compressive sampling approach for polynomial chaos expansions
- An adaptive reduced basis ANOVA method for high-dimensional Bayesian inverse problems
- Multigroup-like MC resolution of generalised polynomial chaos reduced models of the uncertain linear Boltzmann equation (+discussion on hybrid intrusive/non-intrusive uncertainty propagation)
- Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs
- Simplex-stochastic collocation method with improved scalability
- A one-time truncate and encode multiresolution stochastic framework
- Constructing surrogate models of complex systems with enhanced sparsity: quantifying the influence of conformational uncertainty in biomolecular solvation
- Acoustic propagation in an uncertain waveguide environment using stochastic basis expansions
- Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems
- Improved Moving Least Square-Based Multiple Dimension Decomposition (MDD) Technique for Structural Reliability Analysis
- Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
- Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion
- A continuation multi level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible inviscid aerodynamics
- Constrained probabilistic collocation method for uncertainty quantification of geophysical models
- Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions
- Multifidelity information fusion algorithms for high-dimensional systems and massive data sets
- Exact PDF equations and closure approximations for advective-reactive transport
- Adaptive ANOVA decomposition of stochastic incompressible and compressible flows
- High-order statistics in global sensitivity analysis: decomposition and model reduction
- Inverse regression-based uncertainty quantification algorithms for high-dimensional models: theory and practice
- An adaptive strategy on the error of the objective functions for uncertainty-based derivative-free optimization
- Stochastic discrete equation method (SDEM) for two-phase flows
- A computational stochastic methodology for the design of random meta-materials under geometric constraints
- Robust optimization of subsurface flow using polynomial chaos and response surface surrogates
- Explicit solutions of Genz test integrals
- Implicit integration of nonlinear evolution equations on tensor manifolds
- Application of adaptive ANOVA and reduced basis methods to the stochastic Stokes-Brinkman problem
- Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation
- Goal-oriented error control of stochastic system approximations using metric-based anisotropic adaptations
- Direct numerical simulation of deformable droplets motion with uncertain physical properties in macro and micro channels
- The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
- Sparse grids-based stochastic approximations with applications to aerodynamics sensitivity analysis
- A generalized multi-fidelity simulation method using sparse polynomial chaos expansion
- Multi-fidelity Gaussian process regression for prediction of random fields
- A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media
- Flow-driven spectral chaos (FSC) method for long-time integration of second-order stochastic dynamical systems
- Numerical methods for high-dimensional probability density function equations
- Multi-element flow-driven spectral chaos (ME-FSC) method for uncertainty quantification of dynamical systems
- Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations
- An hp‐adaptive multi‐element stochastic collocation method for surrogate modeling with information re‐use
- Real-time reduced-order modeling of stochastic partial differential equations via time-dependent subspaces
- Towards a unified multiresolution scheme for treating discontinuities in differential equations with uncertainties
- A reduced polynomial chaos expansion method for the stochastic finite element analysis
- Stability analysis of hierarchical tensor methods for time-dependent PDEs
- A convergence study for SPDEs using combined polynomial chaos and dynamically-orthogonal schemes
- Multi-element stochastic spectral projection for high quantile estimation
- A flexible uncertainty quantification method for linearly coupled multi-physics systems
- Reweighted \(\ell_1\) minimization method for stochastic elliptic differential equations
- An adaptive ANOVA-based PCKF for high-dimensional nonlinear inverse modeling
- Grid and basis adaptive polynomial chaos techniques for sensitivity and uncertainty analysis
- Enforcing positivity in intrusive PC-UQ methods for reactive ODE systems
- On the equivalence of dynamically orthogonal and bi-orthogonal methods: theory and numerical simulations
- Mesh refinement for uncertainty quantification through model reduction
- Semi-implicit integration factor methods on sparse grids for high-dimensional systems
- An adaptive high-order piecewise polynomial based sparse grid collocation method with applications
- The deep arbitrary polynomial chaos neural network or how deep artificial neural networks could benefit from data-driven homogeneous chaos theory
- Stochastic finite element methods for partial differential equations with random input data
- A computable evolution equation for the joint response-excitation probability density function of stochastic dynamical systems
- Uncertainty quantification of geochemical and mechanical compaction in layered sedimentary basins
- Stochastic collocation approach with adaptive mesh refinement for parametric uncertainty analysis
- A simplex-based numerical framework for simple and efficient robust design optimization
- Galerkin methods for stochastic hyperbolic problems using bi-orthogonal polynomials
- Rank-adaptive tensor methods for high-dimensional nonlinear PDEs
- Stochastic computation based on orthogonal expansion of random fields
- Reduced-Order Modeling with Time-Dependent Bases for PDEs with Stochastic Boundary Conditions
- A new algorithm for high-dimensional uncertainty quantification based on dimension-adaptive sparse grid approximation and reduced basis methods
- Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection
- An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
- Spectral methods for nonlinear functionals and functional differential equations
- Stochastic collocation with kernel density estimation
- A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos -- capturing all scales of random modes on independent grids
- A multi-fidelity polynomial chaos-greedy Kaczmarz approach for resource-efficient uncertainty quantification on limited budget
- Algorithms for propagating uncertainty across heterogeneous domains
- Bayesian updating via bootstrap filtering combined with data-driven polynomial chaos expansions: methodology and application to history matching for carbon dioxide storage in geological formations
- New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs
- Comparison of data-driven uncertainty quantification methods for a carbon dioxide storage benchmark scenario
- On the fundamental conjecture of HDMR: a Fourier analysis approach
- Adaptive-sparse polynomial chaos expansion for reliability analysis and design of complex engineering systems
- An adaptive dimension decomposition and reselection method for reliability analysis
- A stochastic Galerkin approach to uncertainty quantification in poroelastic media
- An adaptive WENO collocation method for differential equations with random coefficients
- Non intrusive iterative stochastic spectral representation with application to compressible gas dynamics
- Dynamic tensor approximation of high-dimensional nonlinear PDEs
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