Numerical approach for quantification of epistemic uncertainty

DOI10.1016/j.jcp.2010.03.003zbMath1204.65008OpenAlexW2170798819MaRDI QIDQ975137

Dongbin Xiu, John D. Jakeman, Michael S. Eldred

Publication date: 8 June 2010

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://docs.lib.purdue.edu/cgi/viewcontent.cgi?article=1048&context=prism

zbMATH Keywords

initial-boundary value problemGalerkin approximationuncertainty quantificationepistemic uncertaintystochastic collocationgeneralized polynomial chaosconfidence domaindamped linear oscillator equationencapsulation problemhomogeneous diffusion equation

Mathematics Subject Classification ID

Heat equation (35K05) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)

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