Computation of higher-order moments of generalized polynomial chaos expansions
نویسندگان
چکیده
منابع مشابه
On the Convergence of Generalized Polynomial Chaos Expansions
A number of approaches for discretizing partial differential equations with random data are based on generalized polynomial chaos expansions of random variables. These constitute generalizations of the polynomial chaos expansions introduced by Norbert Wiener to expansions in polynomials orthogonal with respect to non-Gaussian probability measures. We present conditions on such measures which im...
متن کاملpolynomial chaos expansions KEVIN
Submitted for the MAR13 Meeting of The American Physical Society Simulation of stochastic quantum systems using polynomial chaos expansions KEVIN YOUNG, MATTHEW GRACE, Sandia National Laboratories — We present an approach to the simulation of quantum systems driven by classical stochastic processes that is based on the polynomial chaos expansion, a well-known technique in the field of uncertain...
متن کاملAdaptive Computation of Higher Order Moments and its Systolic Realization
In signal processing applications that require new estimates of the fourth and lower order moments every time a new data sample is received, it is necessary to design algorithms that adaptively update these terms. In addition, if real-time performance is necessary we should transform these algorithms so that their parallel processing and pipelining potential is exploited by a suitable multiproc...
متن کاملA Generalized Higher-Order Chemical Computation Model
Gamma is a programming model where computation is seen as chemical reactions between data represented as molecules floating in a chemical solution. Formally, this model is represented by the rewriting of a multiset where rewrite rules model the chemical reactions. Recently, we have proposed the γ-calculus, a higher-order extension, where the rewrite rules are first-class citizen. The work prese...
متن کاملPolynomial Chaos Expansions For Damped Oscillators
Uncertainty quantification is the state-of-the-art framework dealing with uncertainties arising in all kind of real-life problems. One of the framework’s functions is to propagate uncertainties from the stochastic input factors to the output quantities of interest, hence the name uncertainty propagation. To this end, polynomial chaos expansions (PCE) have been effectively used in a wide variety...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal for Numerical Methods in Engineering
سال: 2017
ISSN: 0029-5981
DOI: 10.1002/nme.5505