Uncertainty Quantification by Alternative Decompositions of Multivariate Functions

DOI10.1137/12089168XzbMath1295.41036arXiv1310.6770OpenAlexW2172183000MaRDI QIDQ5404624

Sharif Rahman

Publication date: 28 March 2014

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.6770

zbMATH Keywords

ANOVAstochastic analysisFDDHDDADDdimensional decomposition

Mathematics Subject Classification ID

Multidimensional problems (41A63) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Calculus of vector functions (26B12) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

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