Results 191 to 200 of about 7,268 (236)
Some of the next articles are maybe not open access.
Polynomial chaos expansion for sensitivity analysis
Reliability Engineering and System Safety, 2009Abstract In this paper, the computation of Sobol's sensitivity indices from the polynomial chaos expansion of a model output involving uncertain inputs is investigated. It is shown that when the model output is smooth with regards to the inputs, a spectral convergence of the computed sensitivity indices is achieved.
Jean-Marc Martinez
exaly +2 more sources
Brownian Path Generation and Polynomial Chaos
SIAM Journal on Financial Mathematics, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jamie Fox, Giray Ökten
openaire +1 more source
Polynomial Chaos as a Control Variate Method
SIAM Journal on Scientific Computing, 2021zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jamie Fox, Giray Ökten
openaire +1 more source
Computer Methods in Applied Mechanics and Engineering, 2018 © 2017 Elsevier B.V. By introducing the arbitrary polynomial chaos theory, the Evidence-Theory-based Arbitrary Polynomial Chaos Expansion Method (ETAPCEM) is proposed to improve the computational accuracy of polynomial chaos expansion methods for the ...
Shengwen Yin, Dejie Yu, Zhen Luo
exaly +2 more sources
MODELING EXPERIMENTAL DATA WITH POLYNOMIALS CHAOS
Probability in the Engineering and Informational Sciences, 2018Given a raw data sample, the purpose of this paper is to design a numerical procedure to model this sample under the form of polynomial chaos expansion. The coefficients of the polynomial are computed as the solution to a constrained optimization problem.
Gayrard, Emeline +3 more
openaire +1 more source
On the guaranteed accuracy of Polynomial Chaos Expansions
IEEE Conference on Decision and Control and European Control Conference, 2011This paper is concerned with the efficient simulation of stochastic nonlinear dynamical systems. A technique based on Polynomial Chaos Expansion (PCE) theory is used, in order to estimate the time evolution of the stochastic properties of the variables of interest.
Lorenzo Fagiano +2 more
openaire +3 more sources
A Polynomial Chaos Approach to Measurement Uncertainty
IEEE Transactions on Instrumentation and Measurement, 2005Measurement uncertainty is traditionally represented in the form of expanded uncertainty as defined through the Guide to the Expression of Uncertainty in Measurement (GUM). The International Organization for Standardization GUM represents uncertainty through confidence intervals based on the variances and means derived from probability density ...
Teems E. Lovett +2 more
openaire +1 more source
Polynomial Chaos Expansions for Stiff Random ODEs
SIAM Journal on Scientific Computing, 2022zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Wenjie Shi, Daniel M. Tartakovsky
openaire +2 more sources
Polynomial chaos for simulating random volatilities
Mathematics and Computers in Simulation, 2009zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Roland Pulch, Cathrin van Emmerich
openaire +2 more sources