2 papers
math.NA2019
A Spline Chaos Expansion
Sharif Rahman
A spline chaos expansion, referred to as SCE, is introduced for uncertainty quantification analysis. The expansion provides a means for representing an output random variable of in…
math.PR2018
A Polynomial Chaos Expansion in Dependent Random Variables
Sharif Rahman
This paper introduces a new generalized polynomial chaos expansion (PCE) comprising measure-consistent multivariate orthonormal polynomials in dependent random variables. Unlike ex…