Iterative Polynomial Approximation Adapting to Arbitrary Probability Distribution

DOI10.1137/140963170zbMath1328.65017OpenAlexW1006947541MaRDI QIDQ5261599

Alexandre Birolleau, Gaël Poëtte, Didier Lucor

Publication date: 6 July 2015

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/140963170

zbMATH Keywords

Gibbs phenomenonuncertainty quantificationdiscontinuous functionsmoment theoryadaptive polynomial approximationiterative generalized polynomial chaos

Mathematics Subject Classification ID

Related Items (2)

Stochastic sensitivity analysis of large-eddy simulation predictions of the flow around a 5:1 rectangular cylinder ⋮ A gPC-intrusive Monte-Carlo scheme for the resolution of the uncertain linear Boltzmann equation

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