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Stochastic optimization using a sparse grid collocation scheme
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Stochastic optimization using a sparse grid collocation scheme (2008)Stochastic optimization using a sparse gr…Sparse grid collocation schemes for stochastic natural convection problems (2007)Sparse grid collocation schem…Modeling diffusion in random heterogeneous media: Data-driven models, stochastic collocation and the variational multiscale method (2007)Modeling diffusion in random …Efficient Collocational Approach for Parametric Uncertainty Analysis (2007)Efficient Collocational Appro…A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data (2007)A Stochastic Collocation Meth…High-Order Collocation Methods for Differential Equations with Random Inputs (2005)High-Order Collocation Method…Stochastic inverse heat conduction using a spectral approach (2004)Stochastic inverse heat condu…Modeling uncertainty in flow simulations via generalized polynomial chaos (2003)Modeling uncertainty in flow …Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos (2002)Modeling uncertainty in stead…Stochastic Finite Elements: A Spectral Approach (1991)Stochastic Finite Elements: A…The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data (2008)An adaptive algorithm to build up sparse polynomial chaos expansions for stochastic finite element analysis (2009)Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization (2018)Ingredients for a general purpose stochastic finite elements implementation (1999)Uncertainty propagation in finite deformations––A spectral stochastic Lagrangian approach (2005)Application of Stochastic Finite Element Methods to Study the Sensitivity of ECG Forward Modeling to Organ Conductivity (2007)Identification of composite uncertain material parameters from experimental modal data (2014)Large Sample Properties of Simulations Using Latin Hypercube Sampling (1987)Adaptive sparse polynomial chaos expansion based on least angle regression (2010)Brownian Motion and Stochastic Calculus (2007)An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations (2010)Evaluation of failure probability via surrogate models (2010)A guide to uncertainty quantification and sensitivity analysis for cardiovascular applications (2015)Numerical solution of stochastic differential equations (2016)Global sensitivity analysis using polynomial chaos expansions (2007)AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation (2011)A non-linear dimension reduction methodology for generating data-driven stochastic input models (2008)Stochastic collocation and mixed finite elements for flow in porous media (2008)Kernel principal component analysis for stochastic input model generation (2011)A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data (2010)Efficient computation of global sensitivity indices using sparse polynomial chaos expansions (2010)Stochastic finite element methods for partial differential equations with random input data (2014)Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations (2004)Stochastic spectral methods for efficient Bayesian solution of inverse problems (2006)An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data (2008)An adaptive multi-element generalized polynomial chaos method for stochastic differential equations (2005)Uncertainty Quantification and Polynomial Chaos Techniques in Computational Fluid Dynamics (2008)Fast Numerical Methods for Stochastic Computations: A Review (2009)
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References

  • 1991Stochastic Finite Elements: A Spectral Approach5,753 cited
  • 2005High-Order Collocation Methods for Differential Equations with Random Inputs1,522 cited
  • 2003Modeling uncertainty in flow simulations via generalized polynomial chaos1,428 cited
  • 2007A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data1,396 cited
  • 2002Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos552 cited
  • 2007Sparse grid collocation schemes for stochastic natural convection problems401 cited
  • 2007Efficient Collocational Approach for Parametric Uncertainty Analysis309 cited
  • 2007Modeling diffusion in random heterogeneous media: Data-driven models, stochastic collocation and the variational multiscale method96 cited
  • 2004Stochastic inverse heat conduction using a spectral approach83 cited

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