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 …
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) …
significant challenge and an important goal. Probabilistic uncertainty quantification (UQ) …
Physical systems with random uncertainties: chaos representations with arbitrary probability measure
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 …
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
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 processes in numerical simulations. Several methods are presented for …
Stochastic spectral methods for efficient Bayesian solution of inverse problems
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 …
accelerate Bayesian inference by using polynomial chaos (PC) expansions to represent …
Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
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 …
quantity is a spatial or temporal field, endowed with a hierarchical Gaussian process prior …
Uncertainty propagation using Wiener–Haar expansions
An uncertainty quantification scheme is constructed based on generalized Polynomial
Chaos (PC) representations. Two such representations are considered, based on the …
Chaos (PC) representations. Two such representations are considered, based on the …
Multi-resolution analysis of Wiener-type uncertainty propagation schemes
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 …
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
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 …
fade in lithium-ion batteries. As a complement to approaches to mathematically model …
Uncertainty propagation in CFD using polynomial chaos decomposition
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 …
part to the increasing complexity of physical models, and the inherent introduction of random …