Simplex-stochastic collocation method with improved scalability

DOI10.1016/j.jcp.2015.12.034zbMath1349.65047OpenAlexW2210770886MaRDI QIDQ2375010

Yanyan Li

Publication date: 5 December 2016

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2015.12.034

zbMATH Keywords

uncertainty quantificationsurrogate modelhigh-dimensional model reduction techniquessimplex-stochastic collocation methoduniform simplex sampling

Mathematics Subject Classification ID

Related Items (8)

An efficient Bayesian uncertainty quantification approach with application to \(k\)-\(\omega\)-\(\gamma\) transition modeling ⋮ Uncertainty quantification for complex systems with very high dimensional response using Grassmann manifold variations ⋮ Evaluation of ensemble methods for quantifying uncertainties in steady-state CFD applications with small ensemble sizes ⋮ An efficient approach for quantifying parameter uncertainty in the SST turbulence model ⋮ A continuation multi level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible inviscid aerodynamics ⋮ Goal-oriented error control of stochastic system approximations using metric-based anisotropic adaptations ⋮ An Adaptive Minimum Spanning Tree Multielement Method for Uncertainty Quantification of Smooth and Discontinuous Responses ⋮ Adaptive sampling-based quadrature rules for efficient Bayesian prediction

Uses Software

• Qhull
• Spalart-Allmaras

Cites Work

• Subcell resolution in simplex stochastic collocation for spatial discontinuities
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• The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
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• An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
• General foundations of high-dimensional model representations
• Efficient input-output model representations
• Bayesian calibration of the constants of the \(k-\varepsilon\) turbulence model for a CFD model of street canyon flow
• Sparse grid collocation schemes for stochastic natural convection problems
• Simplex Stochastic Collocation with Random Sampling and Extrapolation for Nonhypercube Probability Spaces
• Refinement Criteria for Simplex Stochastic Collocation with Local Extremum Diminishing Robustness
• On Multivariate Interpolation
• A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• On Lattices Admitting Unique Lagrange Interpolations
• Incremental construction of the delaunay triangulation and the delaunay graph in medium dimension
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
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