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A Polynomial-Chaos based Algorithm for Robust optimization in the presence of Bayesian Uncertainty
8 references·1 citing·35 second hop
A Polynomial-Chaos based Algorithm for Robust optimization in the presence of Bayesian Uncertainty (2012)A Polynomial-Chaos based Algorithm for Ro…Polynomial chaos expansion based robust design optimization (2011)Polynomial chaos expansion ba…Uncertainty Quantification and Polynomial Chaos Techniques in Computational Fluid Dynamics (2008)Uncertainty Quantification an…Robust optimization – A comprehensive survey (2007)Robust optimization – A compr…Distributional uncertainty analysis using power series and polynomial chaos expansions (2007)Distributional uncertainty an…Uncertainty propagation in CFD using polynomial chaos decomposition (2006)Uncertainty propagation in CF…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…A General Framework for Uncertainty Propagation Based on Point Estimate Methods (2014)A General Framework for Uncer…An Application of Numerical Integration Techniclues to Statistical Toleraucing (1967)Propagation of uncertainty: Expressions of second and third order uncertainty with third and fourth moments (2007)Spectral Methods for Uncertainty Quantification (2010)Robust Optimization of Dynamical Systems with Correlated Random Variables using the Point Estimate Method ⁎ ⁎Financial support of Promotionsprogramm “μ-Props” by MWK Niedersachsen is gratefully acknowledged. (2018)An efficient method for parametric uncertainty analysis of numerical geophysical models (1997)Stochastic Response Surface Methods (SRSMs) for Uncertainty Propagation: Application to Environmental and Biological Systems (1998)Linear quadratic regulation of systems with stochastic parameter uncertainties (2009)UNCERTAINTY QUANTIFICATION IN STOCHASTIC SYSTEMS USING POLYNOMIAL CHAOS EXPANSION (2010)Wiener's Polynomial Chaos for the Analysis and Control of Nonlinear Dynamical Systems with Probabilistic Uncertainties [Historical Perspectives] (2013)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)Intrusive Galerkin methods with upwinding for uncertain nonlinear hyperbolic systems (2010)Time-dependent generalized polynomial chaos (2010)Adaptive sparse polynomial chaos expansions for global sensitivity analysis based on support vector regression (2017)A Stochastic Approximation Method (1951)Design and Analysis of Computer Experiments (1989)Fuzzy sets (1996)Computational methods in optimization considering uncertainties – An overview (2008)Review of uncertainty-based multidisciplinary design optimization methods for aerospace vehicles (2011)Robust possibilistic programming for socially responsible supply chain network design: A new approach (2012)High-Order Collocation Methods for Differential Equations with Random Inputs (2005)Point-Collocation Nonintrusive Polynomial Chaos Method for Stochastic Computational Fluid Dynamics (2010)A comprehensive framework for verification, validation, and uncertainty quantification in scientific computing (2011)Simulation-based optimal Bayesian experimental design for nonlinear systems (2012)A Procedure for Robust Design: Minimizing Variations Caused by Noise Factors and Control Factors (1996)Reliability based optimization in aeroelastic stability problems using polynomial chaos based metamodels (2015)Optimizing upside variability and antifragility in renewable energy system design (2023)A gradient-assisted learning strategy of Kriging model for robust design optimization (2024)Global sensitivity analysis using polynomial chaos expansions (2007)AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation (2011)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)Fast Numerical Methods for Stochastic Computations: A Review (2009)
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References

  • 1991Stochastic Finite Elements: A Spectral Approach5,753 cited
  • 2007Robust optimization – A comprehensive survey1,603 cited
  • 2003Modeling uncertainty in flow simulations via generalized polynomial chaos1,428 cited
  • 2008Uncertainty Quantification and Polynomial Chaos Techniques in Computational Fluid Dynamics769 cited
  • 2002Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos552 cited
  • 2006Uncertainty propagation in CFD using polynomial chaos decomposition254 cited
  • 2007Distributional uncertainty analysis using power series and polynomial chaos expansions195 cited
  • 2011Polynomial chaos expansion based robust design optimization29 cited

Cited by

  • 2014A General Framework for Uncertainty Propagation Based on Point Estimate Methods13 cited

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