196 citations · 677 across the 9 of their papers we have counts for
4 papers · 1 filter
Adaptive Multi-index Collocation for Uncertainty Quantification and Sensitivity Analysis
John D. Jakeman, Michael Eldred, Gianluca Geraci +1
In this paper, we present an adaptive algorithm to construct response surface approximations of high-fidelity models using a hierarchy of lower fidelity models. Our algorithm is ba…
Polynomial chaos expansions for dependent random variables
John Jakeman, Fabian Franzelin, Akil Narayan +2
Polynomial chaos expansions (PCE) are well-suited to quantifying uncertainty in models parameterized by independent random variables. The assumption of independence leads to simple…
Enhancing -minimization estimates of polynomial chaos expansions using basis selection
John D. Jakeman, Michael S. Eldred, Khachik Sargsyan
In this paper we present a basis selection method that can be used with -minimization to adaptively determine the large coefficients of polynomial chaos expansions (PCE). T…
Sparse Pseudospectral Approximation Method
Paul G. Constantine, Michael S. Eldred, Eric T. Phipps
Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quan…