460 citations · 1.9k across the 48 of their papers we have counts for
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Least Squares Polynomial Chaos Expansion: A Review of Sampling Strategies
Mohammad Hadigol, Alireza Doostan
As non-institutive polynomial chaos expansion (PCE) techniques have gained growing popularity among researchers, we here provide a comprehensive review of major sampling strategies…
Basis Adaptive Sample Efficient Polynomial Chaos (BASE-PC)
Jerrad Hampton, Alireza Doostan
For a large class of orthogonal basis functions, there has been a recent identification of expansion methods for computing accurate, stable approximations of a quantity of interest…
A Low-rank Control Variate for Multilevel Monte Carlo Simulation of High-dimensional Uncertain Systems
Hillary Fairbanks, Alireza Doostan, Christian Ketelsen +1
Multilevel Monte Carlo (MLMC) is a recently proposed variation of Monte Carlo (MC) simulation that achieves variance reduction by simulating the governing equations on a series of…
On Polynomial Chaos Expansion via Gradient-enhanced -minimization
Ji Peng, Jerrad Hampton, Alireza Doostan
Gradient-enhanced Uncertainty Quantification (UQ) has received recent attention, in which the derivatives of a Quantity of Interest (QoI) with respect to the uncertain parameters a…