Polynomial chaos representation of databases on manifolds

DOI10.1016/j.jcp.2017.01.031zbMath1375.60028OpenAlexW2582863392MaRDI QIDQ1685427

Christian Soize, Roger G. Ghanem

Publication date: 14 December 2017

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://hal-upec-upem.archives-ouvertes.fr/hal-01448413/file/publi-2017-JCP-335%28%29201-221-soize-ghanem-preprint.pdf

zbMATH Keywords

generatordiffusion mapspolynomial chaos expansionmeasure concentrationstatistics on manifoldsconcentration of probabilityMCMC generatorprobability distribution on manifoldsrandom sampling generatorarbitrary probability measure

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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