Efficient Collocational Approach for Parametric Uncertainty Analysis

  title={Efficient Collocational Approach for Parametric Uncertainty Analysis},
  author={Dongbin Xiu},
A numerical algorithm for effective incorporation of parametric uncertainty into mathematical models is presented. The uncertain parameters are modeled as random variables, and the governing equations are treated as stochastic. The solutions, or quantities of interests, are expressed as convergent series of orthogonal polynomial expansions in terms of the input random parameters. A high-order stochastic collocation method is employed to solve the solution statistics, and more importantly, to… CONTINUE READING
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