M-PCM-OFFD: an effective output statistics estimation method for systems of high dimensional uncertainties subject to low-order parameter interactions

DOI10.1016/j.matcom.2018.10.010OpenAlexW2899654523WikidataQ128962486 ScholiaQ128962486MaRDI QIDQ1997513

Yan Wan, James J. Filliben, Junfei Xie, Kevin Mills, Yu Lei, Zongli Lin

Publication date: 2 March 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2018.10.010

zbMATH Keywords

computational efficiencycurse of dimensionalitylarge-scale system simulationoutput statistics estimation

Mathematics Subject Classification ID

Numerical analysis (65-XX) Systems theory; control (93-XX)

Related Items (1)

Computational intelligence in uncertainty quantification for learning control and differential games

Uses Software

• nwSpGr

Cites Work

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