• DocumentCode
    790057
  • Title

    An equation-free, multiscale approach to uncertainty quantification

  • Author

    Xiu, Dongbin ; Kevrekidis, Ioannis G. ; Ghanem, Roger

  • Author_Institution
    Princeton Univ., USA
  • Volume
    7
  • Issue
    3
  • fYear
    2005
  • Firstpage
    16
  • Lastpage
    23
  • Abstract
    The authors´ equation- and Galerkin-free computational approach to uncertainty quantification for dynamical systems conducts UQ computations using short bursts of appropriately initialized ensembles of simulations. Their basic procedure estimates the quantities arising in stochastic Galerkin computations.
  • Keywords
    Galerkin method; stochastic processes; uncertain systems; Galerkin-free computational approach; UQ computations; dynamical systems; equation-free computational approach; equation-free multiscale approach; stochastic Galerkin computations; uncertainty quantification; Analytical models; Computational modeling; Context modeling; Microscopy; Nonlinear equations; Partial differential equations; Performance analysis; Sampling methods; Stochastic processes; Uncertainty; equation-free computation; generalized polynomial chaos; projective integration; stochastic Galerkin methods; uncertainty quantification;
  • fLanguage
    English
  • Journal_Title
    Computing in Science & Engineering
  • Publisher
    ieee
  • ISSN
    1521-9615
  • Type

    jour

  • DOI
    10.1109/MCSE.2005.46
  • Filename
    1425391
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=790057