Global sensitivity analysis using polynomial chaos expansions

B Sudret - Reliability engineering & system safety, 2008 - Elsevier
Global sensitivity analysis (SA) aims at quantifying the respective effects of input random
variables (or combinations thereof) onto the variance of the response of a physical or …

Uncertainty quantification and polynomial chaos techniques in computational fluid dynamics

HN Najm - Annual review of fluid mechanics, 2009 - annualreviews.org
The quantification of uncertainty in computational fluid dynamics (CFD) predictions is both a
significant challenge and an important goal. Probabilistic uncertainty quantification (UQ) …

Physical systems with random uncertainties: chaos representations with arbitrary probability measure

C Soize, R Ghanem - SIAM Journal on Scientific Computing, 2004 - SIAM
The basic random variables on which random uncertainties can in a given model depend
can be viewed as defining a measure space with respect to which the solution to the …

Numerical challenges in the use of polynomial chaos representations for stochastic processes

BJ Debusschere, HN Najm, PP Pébay, OM Knio… - SIAM journal on scientific …, 2004 - SIAM
This paper gives an overview of the use of polynomial chaos (PC) expansions to represent
stochastic processes in numerical simulations. Several methods are presented for …

Stochastic spectral methods for efficient Bayesian solution of inverse problems

YM Marzouk, HN Najm, LA Rahn - Journal of Computational Physics, 2007 - Elsevier
We present a reformulation of the Bayesian approach to inverse problems, that seeks to
accelerate Bayesian inference by using polynomial chaos (PC) expansions to represent …

Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems

YM Marzouk, HN Najm - Journal of Computational Physics, 2009 - Elsevier
We consider a Bayesian approach to nonlinear inverse problems in which the unknown
quantity is a spatial or temporal field, endowed with a hierarchical Gaussian process prior …

Uncertainty propagation using Wiener–Haar expansions

OP Le Maıtre, OM Knio, HN Najm… - Journal of computational …, 2004 - Elsevier
An uncertainty quantification scheme is constructed based on generalized Polynomial
Chaos (PC) representations. Two such representations are considered, based on the …

Multi-resolution analysis of Wiener-type uncertainty propagation schemes

OP Le Maıtre, HN Najm, RG Ghanem… - Journal of Computational …, 2004 - Elsevier
A multi-resolution analysis (MRA) is applied to an uncertainty propagation scheme based on
a generalized polynomial chaos (PC) representation. The MRA relies on an orthogonal …

Parameter estimation and capacity fade analysis of lithium-ion batteries using reformulated models

V Ramadesigan, K Chen, NA Burns… - Journal of the …, 2011 - iopscience.iop.org
Many researchers have worked to develop methods to analyze and characterize capacity
fade in lithium-ion batteries. As a complement to approaches to mathematically model …

Uncertainty propagation in CFD using polynomial chaos decomposition

OM Knio, OP Le Maitre - Fluid dynamics research, 2006 - iopscience.iop.org
Uncertainty quantification in CFD computations is receiving increased interest, due in large
part to the increasing complexity of physical models, and the inherent introduction of random …