Reduced Wiener Chaos representation of random fields via basis adaptation and projection

Journal of Computational Physics - Tập 341 - Trang 102-120 - 2017
Panagiotis Tsilifis1,2, Roger G. Ghanem2
1Department of Mathematics, University of Southern California, Los Angeles, CA 90089, USA
2Department of Civil Engineering, University of Southern California, Los Angeles, CA 90089, USA

Tài liệu tham khảo

Aarnes, 2007, An introduction to the numerics of flow in porous media using matlab, 265

Ghanem, 1998, Scales of fluctuation and the propagation of uncertainty in random porous media, Water Resour. Res., 34, 2123, 10.1029/98WR01573

Ghanem, 1991

Itô, 1993, An elementary approach to Malliavin fields, 35

Janson, 1999

Karhunen, 1946, Über lineare methoden in der wahrscheinlichkeits-rechnung, Ann. Acad. Sci. Fennicade Ser. A1, Math. Phys., 37, 3

Loéve, 1955

Soize, 2004, Physical systems with random uncertainties: chaos representations with arbitrary probability measure, SIAM J. Sci. Comput., 26, 395, 10.1137/S1064827503424505

Tsilifis, 2017, Efficient bayesian experimentation using an expected information gain lower bound, SIAM/ASA J. Uncertainty Quantification, 5, 30, 10.1137/15M1043303

Xiu, 2002, The Wiener–Askey polynomial chaos for stochastic differential equations, SIAM J. Sci. Comput., 24, 619, 10.1137/S1064827501387826