Sensitivity-enhanced generalized polynomial chaos for efficient uncertainty quantification

DOI10.1016/j.jcp.2023.112377arXiv2207.10651OpenAlexW4384701104MaRDI QIDQ6095126

George Papadakis, K.-D. Kantarakias

Publication date: 27 November 2023

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.10651

zbMATH Keywords

uncertainty quantificationgeneralised polynomial chaosoptimal sampling of stochastic spacesensitivity-enhanced \(\ell_2\) minimisation

Mathematics Subject Classification ID

Basic methods in fluid mechanics (76Mxx) Communication, information (94Axx) Probabilistic methods, stochastic differential equations (65Cxx)

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