Anchor Points Matter in ANOVA Decomposition

DOI10.1007/978-3-642-15337-2_32zbMath1217.65039OpenAlexW12981690MaRDI QIDQ2998541

Min-Seok Choi, Zhongqiang Zhang, George Em. Karniadakis

Publication date: 18 May 2011

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-15337-2_32

zbMATH Keywords

numerical examplesDirac measureanalysis of variance (ANOVA)polynomial chaos expansionshigh dimensional approximationsoptimal anchor pointsstochastic advection equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Algorithms for approximation of functions (65D15)

Related Items

Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs, Multi-element probabilistic collocation method in high dimensions, Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations, On ANOVA expansions and strategies for choosing the anchor point, Sensitivity analysis using anchored ANOVA expansion and high-order moments computation, Adaptive ANOVA decomposition of stochastic incompressible and compressible flows, Robust Level-Set-Based Topology Optimization Under Uncertainties Using Anchored ANOVA Petrov–Galerkin Method, The numerical approximation of nonlinear functionals and functional differential equations, Kriging-sparse polynomial dimensional decomposition surrogate model with adaptive refinement, An adaptive reduced basis ANOVA method for high-dimensional Bayesian inverse problems, A hybrid anchored-ANOVA - POD/Kriging method for uncertainty quantification in unsteady high-fidelity CFD simulations, Efficient reliability analysis with a CDA-based dimension-reduction model and polynomial chaos expansion, Application of adaptive ANOVA and reduced basis methods to the stochastic Stokes-Brinkman problem

Uses Software

• TESTPACK

Cites Work

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