SURROGATE MODELING FOR STOCHASTIC DYNAMICAL SYSTEMS BY COMBINING NONLINEAR AUTOREGRESSIVE WITH EXOGENOUS INPUT MODELS AND POLYNOMIAL CHAOS EXPANSIONS

DOI10.1615/Int.J.UncertaintyQuantification.2016016603zbMath1498.60289WikidataQ63585765 ScholiaQ63585765MaRDI QIDQ5052283

Eleni N. Chatzi, Chu V. Mai, Bruno Sudret, Minas D. Spiridonakos

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Simulation of dynamical systems (37M05)

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