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Brownian Path Generation and Polynomial Chaos
SIAM Journal on Financial Mathematics, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fox, Jamie, Ökten, Giray
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Generalized polynomial chaos-informed efficient stochastic Kriging
Journal of Computational Physics, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Che, Yiming, Guo, Ziqi, Cheng, Changqing
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Time-dependent generalized polynomial chaos
Journal of Computational Physics, 2010zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gerritsma, Marc +3 more
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Generalized polynomial chaos and random oscillators
International Journal for Numerical Methods in Engineering, 2004AbstractWe present a new approach to obtain solutions for general random oscillators using a broad class of polynomial chaos expansions, which are more efficient than the classical Wiener–Hermite expansions. The approach is general but here we present results for linear oscillators only with random forcing or random coefficients.
Lucor, D., Su, C.-H., Karniadakis, G. E.
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Adaptive Generalized Polynomial Chaos for Nonlinear Random Oscillators
SIAM Journal on Scientific Computing, 2004Summary: The solution of nonlinear random oscillators subject to stochastic forcing is investigated numerically. In particular, solutions to the random Duffing oscillator with random Gaussian and non-Gaussian excitations are obtained by means of the generalized polynomial chaos (GPC).
Lucor, D., Karniadakis, G. E.
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Statistical analysis via generalized decoupled polynomial chaos
2015 IEEE 24th Electrical Performance of Electronic Packaging and Systems (EPEPS), 2015This paper describes a new approach to the statistical characterization of high-speed interconnect circuits. The proposed approach is based on the idea of polynomial chaos and works by decoupling the matrices that arise from the Galerkin projection.
Xiaochen Liu, Emad Gad
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Modeling uncertainty in flow simulations via generalized polynomial chaos
Journal of Computational Physics, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xiu, Dongbin, Karniadakis, George Em
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Uncertainty quantification in acoustics through generalized polynomial chaos expansions
The Journal of the Acoustical Society of America, 2021Modeling and simulation has become increasingly important within acoustics to support system design and evaluation while reducing the need for expensive or sometimes unattainable field experiments. Much time and money has been invested in developing computational models that propagate known (deterministic) input data through a deterministic, and often ...
Andrew S. Wixom, Gage S. Walters
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Generalized polynomial chaos for nonlinear random pantograph equations
Acta Mathematicae Applicatae Sinica, English Series, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shi, Wen-Jie, Zhang, Cheng-Jian
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