Fast and reliable methods for determining the evolution of uncertain parameters in differential equations

Journal of Computational Physics

Volumn 213, Issue 2, 2006, Pages 530-556

  Estep, D ^a   Neckels, D ^a  

^a Department of Environmental and Radiological Health Sciences   (United States)

Author keywords

A posteriori error estimation; Adaptive error control; Adaptive sampling; Finite element method; Generalized Green's function; Monte Carlo method; Parameter error; Parameter variation; Reliable sampling; Sensitivity analysis; Stochastic system; Uncertainty quantification; Variational analysis

Indexed keywords

DIFFERENTIAL EQUATIONS; ERROR ANALYSIS; FINITE ELEMENT METHOD; MATHEMATICAL OPERATORS; MONTE CARLO METHODS; NONLINEAR EQUATIONS; SENSITIVITY ANALYSIS; UNCERTAINTY ANALYSIS;

A-POSTERIORI ERROR ESTIMATIONS; ADAPTIVE ERROR CONTROL; ADAPTIVE SAMPLING; GENERALIZED GREEN'S FUNCTION; MONTECARLO METHODS; PARAMETER ERROR; PARAMETERS VARIATIONS; RELIABLE SAMPLING; UNCERTAINTY QUANTIFICATIONS; VARIATIONAL ANALYSIS;

STOCHASTIC SYSTEMS;

EID: 32644449184     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2005.08.024     Document Type: Article

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