Spectral Representations of Uncertainty: Algorithms and Applications
Year: 2005
Type: report
Abstract: The objectives of this project were: (1) Develop a general algorithmic framework for stochastic ordinary and partial differential equations. (2) Set polynomial chaos method and its generalization on firm theoretical ground. (3) Quantify uncertainty in large-scale simulations involving CFD, MHD and microflows. The overall goal of this project was to provide DOE with an algorithmic capability that is more accurate and three to five orders of magnitude more efficient than the Monte Carlo simulation.
DOI: 10.2172/862197
Author: George Em Karniadakis
Language: English
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
Funder: U.S. Department of Energy
OpenAlex ID: W4110266