Multi-resolution analysis of Wiener-type uncertainty propagation schemes

Journal of Computational Physics

Volumn 197, Issue 2, 2004, Pages 502-531

  Le Maitre O P ^a   Najm, H N ^b   Ghanem, R G ^c   Knio, O M ^c  

^a UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

^b SANDIA NATIONAL LABORATORIES   (United States)

^c Johns Hopkins University   (United States)

Author keywords

Adaptive scheme; Multi resolution analysis; Multi wavelets; Polynomial chaos; Uncertainty quantification

Indexed keywords

MONTE CARLO METHODS; ORTHOGONAL FUNCTIONS; POLYNOMIALS; UNCERTAINTY ANALYSIS;

ADAPTIVE SCHEME; GENERALIZED POLYNOMIALS; MULTI-RESOLUTION ANALYSIS; MULTI-WAVELETS; ORTHOGONAL PROJECTION; POLYNOMIAL CHAOS; POLYNOMIAL CHAOS REPRESENTATION; UNCERTAINTY PROPAGATION; UNCERTAINTY QUANTIFICATIONS; WAVELET BASIS;

MULTIRESOLUTION ANALYSIS;

EID: 3242712896     PISSN: 00219991     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jcp.2003.12.020     Document Type: Article

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