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Polynomial chaos in evaluating failure probability: a comparative study. - MaRDI portal

Polynomial chaos in evaluating failure probability: a comparative study.

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Publication:667911

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DOI10.21136/AM.2018.0335-17zbMath1499.65013OpenAlexW2903285412WikidataQ128844023 ScholiaQ128844023MaRDI QIDQ667911

Juan-Miguel Gracia

Publication date: 1 March 2019

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.21136/am.2018.0335-17

zbMATH Keywords

Monte Carlo method reliability analysis uncertainty quantification polynomial chaos expansion stochastic Galerkin method stochastic collocation method probability of failure regression method safety margin

Mathematics Subject Classification ID

Design of statistical experiments (62K99) Applications of statistics in engineering and industry; control charts (62P30) General second-order stochastic processes (60G12) Numerical solutions to stochastic differential and integral equations (65C30)

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