Results 171 to 180 of about 1,013 (219)

Brownian Path Generation and Polynomial Chaos

SIAM Journal on Financial Mathematics, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fox, Jamie, Ökten, Giray
openaire   +1 more source

Generalized polynomial chaos-informed efficient stochastic Kriging

Journal of Computational Physics, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Che, Yiming, Guo, Ziqi, Cheng, Changqing
openaire   +2 more sources

Time-dependent generalized polynomial chaos

Journal of Computational Physics, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gerritsma, Marc   +3 more
openaire   +2 more sources

Generalized polynomial chaos and random oscillators

International Journal for Numerical Methods in Engineering, 2004
AbstractWe 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.
openaire   +2 more sources

Adaptive Generalized Polynomial Chaos for Nonlinear Random Oscillators

SIAM Journal on Scientific Computing, 2004
Summary: 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.
openaire   +2 more sources

Statistical analysis via generalized decoupled polynomial chaos

2015 IEEE 24th Electrical Performance of Electronic Packaging and Systems (EPEPS), 2015
This 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
openaire   +1 more source

Modeling uncertainty in flow simulations via generalized polynomial chaos

Journal of Computational Physics, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Xiu, Dongbin, Karniadakis, George Em
openaire   +2 more sources

Uncertainty quantification in acoustics through generalized polynomial chaos expansions

The Journal of the Acoustical Society of America, 2021
Modeling 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
openaire   +1 more source

Generalized polynomial chaos for nonlinear random pantograph equations

Acta Mathematicae Applicatae Sinica, English Series, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Shi, Wen-Jie, Zhang, Cheng-Jian
openaire   +2 more sources

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