Numerical approach for quantification of epistemic uncertainty
DOI10.1016/J.JCP.2010.03.003zbMATH Open1204.65008OpenAlexW2170798819MaRDI QIDQ975137FDOQ975137
Authors: 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
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uncertainty quantificationinitial-boundary value problemGalerkin approximationepistemic uncertaintystochastic collocationgeneralized polynomial chaosconfidence domaindamped linear oscillator equationencapsulation problemhomogeneous diffusion equation
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Heat equation (35K05) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
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Cited In (26)
- Accurate Solution of Bayesian Inverse Uncertainty Quantification Problems Combining Reduced Basis Methods and Reduction Error Models
- Representation of analysis results involving aleatory and epistemic uncertainty
- Characterization of discontinuities in high-dimensional stochastic problems on adaptive sparse grids
- Mixed uncertainty analysis on pumping by peristaltic hearts using Dempster-Shafer theory
- A new evidence-theory-based method for response analysis of acoustic system with epistemic uncertainty by using Jacobi expansion
- Towards `\(h\)-\(p\) \textit{adaptive}' generalized ANOVA
- An extended polynomial chaos expansion for PDF characterization and variation with aleatory and epistemic uncertainties
- An Efficient Method for Uncertainty Propagation using Fuzzy Sets
- On spectral approximations with nonstandard weight functions and their implementations to generalized chaos expansions
- A functional global sensitivity measure and efficient reliability sensitivity analysis with respect to statistical parameters
- Uncertainty analysis for structures with hybrid random and interval parameters using mathematical programming approach
- Hybrid uncertain natural frequency analysis for structures with random and interval fields
- Exploring the Locally Low Dimensional Structure in Solving Random Elliptic PDEs
- Towards an automatic uncertainty compiler
- Mixed aleatory and epistemic uncertainty propagation using Dempster-Shafer theory
- On the quantification of aleatory and epistemic uncertainty using sliced-normal distributions
- Adaptive experimental design for multi‐fidelity surrogate modeling of multi‐disciplinary systems
- A flexible numerical approach for quantification of epistemic uncertainty
- Convergence of Probability Densities Using Approximate Models for Forward and Inverse Problems in Uncertainty Quantification
- A generalized separation for the variance contributions of input variables and their distribution parameters
- Cholesky-Based Experimental Design for Gaussian Process and Kernel-Based Emulation and Calibration
- Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates
- Numerical accuracy and efficiency in the propagation of epistemic and aleatory uncertainties
- Functional regression for state prediction using linear PDE models and observations
- A decomposition‐based approach to uncertainty analysis of feed‐forward multicomponent systems
- Polynomial chaos expansions for dependent random variables
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