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An efficient dimension-adaptive uncertainty propagation approach - MaRDI portal

An efficient dimension-adaptive uncertainty propagation approach (Q426333)

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scientific article; zbMATH DE number 6045150
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English
An efficient dimension-adaptive uncertainty propagation approach
scientific article; zbMATH DE number 6045150

    Statements

    An efficient dimension-adaptive uncertainty propagation approach (English)
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    11 June 2012
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    uncertainty propagation
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    high-dimensional model representation
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    dimension reduction
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    statistical moments
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    multidimensional integration
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    Monte Carlo method
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    sampling
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    numerical examples
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