Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing
From MaRDI portal
Publication:459298
DOI10.1016/j.cma.2014.01.027zbMath1296.62115arXiv1402.3330OpenAlexW2115649124WikidataQ57732168 ScholiaQ57732168MaRDI QIDQ459298
Publication date: 8 October 2014
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.3330
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Numerical solutions to stochastic differential and integral equations (65C30) Analysis of variance and covariance (ANOVA) (62J10)
Related Items
Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation ⋮ Mathematical Properties of Polynomial Dimensional Decomposition ⋮ An adaptive least-squares global sensitivity method and application to a plasma-coupled combustion prediction with parametric correlation ⋮ Stochastic finite elements of discretely parameterized random systems on domains with boundary uncertainty ⋮ An adaptive spectral Galerkin stochastic finite element method using variability response functions ⋮ A novel maximum volume sampling model for reliability analysis ⋮ SS-MASVM: an advanced technique for assessing failure probability of high-dimensional complex systems using the multi-class adaptive support vector machine ⋮ Kriging-sparse polynomial dimensional decomposition surrogate model with adaptive refinement ⋮ Uncertainty quantification under dependent random variables by a generalized polynomial dimensional decomposition ⋮ Efficient reliability analysis with a CDA-based dimension-reduction model and polynomial chaos expansion ⋮ Enhanced sequential approximate programming using second order reliability method for accurate and efficient structural reliability-based design optimization ⋮ Towards `\(h\)-\(p\) \textit{adaptive}' generalized ANOVA ⋮ A new non-intrusive polynomial chaos using higher order sensitivities ⋮ Extreme value oriented random field discretization based on an hybrid polynomial chaos expansion -- Kriging approach ⋮ Improved Moving Least Square-Based Multiple Dimension Decomposition (MDD) Technique for Structural Reliability Analysis ⋮ Sparse grids and applications -- Stuttgart 2014. Collected contributions of the 3rd workshop, SGA 2014, Stuttgart, Germany, September 1--5, 2014
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust design optimization by polynomial dimensional decomposition
- Adaptive ANOVA decomposition of stochastic incompressible and compressible flows
- Sparse grid quadrature in high dimensions with applications in finance and insurance
- Dimension-wise integration of high-dimensional functions with applications to finance
- On the efficiency of certain quasi-random sequences of points in evaluating multi-dimensional integrals
- Sparse polynomial chaos expansions and adaptive stochastic finite elements using a regression approach
- An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
- The jackknife estimate of variance
- General foundations of high-dimensional model representations
- Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
- Simple cubature formulas with high polynomial exactness
- Improving the rejection sampling method in quasi-Monte Carlo methods
- Sparse grid collocation schemes for stochastic natural convection problems
- An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
- Uncertainty quantification of high-dimensional complex systems by multiplicative polynomial dimensional decompositions
- ORTHOGONAL POLYNOMIAL EXPANSIONS FOR SOLVING RANDOM EIGENVALUE PROBLEMS
- Approximation errors in truncated dimensional decompositions
- Stochastic dynamic systems with complex-valued eigensolutions
- A polynomial dimensional decomposition for stochastic computing
- Discrépances de suites associées à un système de numération (en dimension un)
- Quadrature Error Bounds with Applications to Lattice Rules
- Fully Symmetric Interpolatory Rules for Multiple Integrals
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Lanczos Algorithms for Large Symmetric Eigenvalue Computations
- On the distribution of points in a cube and the approximate evaluation of integrals
- A generalized dimension‐reduction method for multidimensional integration in stochastic mechanics
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
- Solution of stochastic partial differential equations using Galerkin finite element techniques
