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Mesh refinement for uncertainty quantification through model reduction
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Mesh refinement for uncertainty quantification through model reduction (2014)Mesh refinement for uncertainty quantific…Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions (2013)Minimal multi-element stochas…A stochastic Galerkin method for the Euler equations with Roe variable transformation (2013)A stochastic Galerkin method …Multi-element probabilistic collocation method in high dimensions (2009)Multi-element probabilistic c…Fast Numerical Methods for Stochastic Computations: A Review (2009)Fast Numerical Methods for St…An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations (2009)An adaptive hierarchical spar…The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications (2008)The multi-element probabilist…An adaptive multi-element generalized polynomial chaos method for stochastic differential equations (2005)An adaptive multi-element gen…Uncertainty propagation using Wiener–Haar expansions (2004)Uncertainty propagation using…Multi-resolution analysis of Wiener-type uncertainty propagation schemes (2004)Multi-resolution analysis of …The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)The Wiener--Askey Polynomial …Stochastic Finite Elements: A Spectral Approach (1991)Stochastic Finite Elements: A…Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates (2001)Adaptive-sparse polynomial chaos expansion for reliability analysis and design of complex engineering systems (2010)An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations (2010)Enhancing ℓ1 -minimization estimates of polynomial chaos expansions using basis selection (2015)Modeling uncertainty in flow simulations via generalized polynomial chaos (2003)Efficient Collocational Approach for Parametric Uncertainty Analysis (2007)A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data (2010)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)Uncertainty propagation in CFD using polynomial chaos decomposition (2006)Stochastic finite element methods for partial differential equations with random input data (2014)Stochastic Differential Equations: An Introduction with Applications. (1987)A non-adapted sparse approximation of PDEs with stochastic inputs (2011)Stochastic Differential Equations (2003)Time-dependent generalized polynomial chaos (2010)Spectral Methods for Uncertainty Quantification (2010)Uncertainty propagation of heat conduction problem with multiple random inputs (2016)A stochastic Galerkin method for first-order quasilinear hyperbolic systems with uncertainty (2017)Uncertainty Quantification for Kinetic Models in Socio–Economic and Life Sciences (2017)Large Sample Properties of Simulations Using Latin Hypercube Sampling (1987)Simulation-based optimal Bayesian experimental design for nonlinear systems (2012)A GF-discrepancy for point selection in stochastic seismic response analysis of structures with uncertain parameters (2015)POLYNOMIAL-CHAOS-BASED KRIGING (2015)Global sensitivity analysis using polynomial chaos expansions (2007)AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation (2011)High-Order Collocation Methods for Differential Equations with Random Inputs (2005)Adaptive sparse polynomial chaos expansion based on least angle regression (2010)Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures (2006)Stochastic spectral methods for efficient Bayesian solution of inverse problems (2006)
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References

  • 1991Stochastic Finite Elements: A Spectral Approach5,753 cited
  • 2002The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations4,821 cited
  • 2009Fast Numerical Methods for Stochastic Computations: A Review608 cited
  • 2005An adaptive multi-element generalized polynomial chaos method for stochastic differential equations578 cited
  • 2009An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations447 cited
  • 2004Uncertainty propagation using Wiener–Haar expansions438 cited
  • 2004Multi-resolution analysis of Wiener-type uncertainty propagation schemes335 cited
  • 2008The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications214 cited
  • 2009Multi-element probabilistic collocation method in high dimensions203 cited
  • 2013A stochastic Galerkin method for the Euler equations with Roe variable transformation72 cited
  • 2013Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions50 cited

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