196 citations · 677 across the 9 of their papers we have counts for
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math.NA2019★ 44 cited
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…
math.NA2019★ 83 cited
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…