SeAr PC: Sensitivity Enhanced Arbitrary Polynomial Chaos

This paper presents a method for performing Uncertainty Quantification in high-dimensional uncertain spaces by combining arbitrary polynomial chaos with a recently proposed scheme for sensitivity enhancement (1). Including available sensitivity information offers a way to mitigate the curse of dimen...

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Hauptverfasser:	Pepper, Nick, Montomoli, Francesco, Kantarakias, Kyriakos
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer Science - Numerical Analysis Mathematics - Numerical Analysis
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