Propagation of Uncertainties Using Improved Surrogate Models

DOI10.1137/120888399zbMath1316.60103OpenAlexW2086664526MaRDI QIDQ5397868

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Publication date: 25 February 2014

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

Full work available at URL: https://doi.org/10.1137/120888399

zbMATH Keywords

stochastic differential equationsdistribution functionBayesian inferencea posteriori error analysisadjoint problemsurrogate modelspolynomial chaosstochastic spectral methods

Mathematics Subject Classification ID

Bayesian inference (62F15) Reaction-diffusion equations (35K57) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)

Related Items (3)

Convergence of Probability Densities Using Approximate Models for Forward and Inverse Problems in Uncertainty Quantification ⋮ Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates ⋮ Goal-oriented adaptive surrogate construction for stochastic inversion

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