A Spline Chaos Expansion

DOI10.1137/19M1239702zbMath1436.41009arXiv1911.03568OpenAlexW2999995295WikidataQ126389667 ScholiaQ126389667MaRDI QIDQ4960982

Sharif Rahman

Publication date: 24 April 2020

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.03568

zbMATH Keywords

B-splinesstochastic analysisuncertainty quantificationpolynomial chaos expansion

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Spline approximation (41A15)

Related Items (8)

Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method ⋮ Stochastic isogeometric analysis on arbitrary multipatch domains by spline dimensional decomposition ⋮ A Spline Dimensional Decomposition for Uncertainty Quantification in High Dimensions ⋮ Practical uncertainty quantification analysis involving statistically dependent random variables ⋮ An efficient reduced‐order method for stochastic eigenvalue analysis ⋮ A spectral surrogate model for stochastic simulators computed from trajectory samples ⋮ An adaptive wavelet optimized finite difference B-spline polynomial chaos method for random partial differential equations ⋮ A matrix-free isogeometric Galerkin method for Karhunen-Loève approximation of random fields using tensor product splines, tensor contraction and interpolation based quadrature

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