An equation-free, multiscale approach to uncertainty quantification

Computing in Science and Engineering

Volumn 7, Issue 3, 2005, Pages 16-23

  Xiu, Dongbin ^a,c   Kevrekidis, Ioannis G ^a   Ghanem, Roger ^b  

^a PRINCETON UNIVERSITY   (United States)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^c BROWN UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

GENERALIZED POLYNOMIAL CHAOS (GPC); ORTHOGONAL POLYNOMIALS; STOCHASTIC GALERKIN (SG) METHODS; UNCERTAINTY QUANTIFICATION (UQ);

ALGORITHMS; CHAOS THEORY; COMPUTER SIMULATION; CORRELATION METHODS; GALERKIN METHODS; INTEGRATION; ITERATIVE METHODS; MONTE CARLO METHODS; NONLINEAR SYSTEMS; ORDINARY DIFFERENTIAL EQUATIONS; PARTIAL DIFFERENTIAL EQUATIONS; POLYNOMIALS; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; VECTORS;

COMPUTATIONAL METHODS;

EID: 19944390619     PISSN: 15219615     EISSN: None     Source Type: Journal    
DOI: 10.1109/MCSE.2005.46     Document Type: Article

References (17)

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