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- M. F. Pellissetti, Roger G. Ghanem
- 2000

The particular properties of systems of linear equations arising in the context of the Stochastic Finite Element Method (SFEM) motivate the customization of existing iterative solution algorithms.â€¦ (More)

- Bert J. Debusschere, Habib N. Najm, Philippe P. PÃ©bay, Omar M. Knio, Roger G. Ghanem, Olivier P. Le MaÃ®tre
- SIAM J. Scientific Computing
- 2004

This paper gives an overview of the use of Polynomial Chaos expansions to represent stochastic processes in numerical simulations. Several methods are presented to perform arithmetic on, as well asâ€¦ (More)

Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure

- Christian Soize, Roger G. Ghanem
- SIAM J. Scientific Computing
- 2004

The basic random variables on which random uncertainties can in a given model depend can be viewed as defining a measure space with respect to which the solution to the mathematical problem can beâ€¦ (More)

- Olivier P. Le MaÄ±Ì‚tre, Omar M. Knio, Habib N. Najm, Roger G. Ghanem
- 2001

Olivier P. Le MaÄ±Ì‚tre,âˆ— Omar M. Knio,â€ ,1 Habib N. Najm,â€¡ and Roger G. GhanemÂ§ âˆ—Centre dâ€™Etudes de MÃ©canique dâ€™Ile de France, UniversitÃ© dâ€™Evry Val dâ€™Essone, 40, rue du Pelvoux, 91020 Evry Cedex,â€¦ (More)

- Roger G. Ghanem, Alireza Doostan
- J. Comput. Physics
- 2006

This paper investigates the predictive accuracy of stochastic models. In particular, a formulation is presented for the impact of data limitations associated with the calibration of parameters forâ€¦ (More)

- Abhijit Sarkar, Nabil Benabbou, Roger G. Ghanem
- 20th International Symposium on High-Performanceâ€¦
- 2006

A parallel algorithm is developed for the domain decomposition of uncertain dynamical systems defined by stochastic partial differential equations. The methodology is particularly amenable toâ€¦ (More)

- Sonjoy Das, Roger G. Ghanem, Steven Finette
- J. Comput. Physics
- 2009

- M. Arnst, Roger G. Ghanem, Christian Soize
- J. Comput. Physics
- 2010

- O. P. LE MAÄ±Ì‚TRE, Habib N. Najm, Philippe P. PÃ©bay, Roger G. Ghanem, Omar M. Knio
- 2006

Abstract. This paper presents a multi-resolution approach for the propagation of parametric uncertainty in chemical systems. It is motivated by previous studies where Galerkin formulations ofâ€¦ (More)

Stochastic Galerkin finite element discretizations of partial differential equations with coefficients characterized by arbitrary distributions lead, in general, to fully block dense linear systems.â€¦ (More)