Title :
An equation-free, multiscale approach to uncertainty quantification
Author :
Xiu, Dongbin ; Kevrekidis, Ioannis G. ; Ghanem, Roger
Author_Institution :
Princeton Univ., USA
Abstract :
The authors´ equation- and Galerkin-free computational approach to uncertainty quantification for dynamical systems conducts UQ computations using short bursts of appropriately initialized ensembles of simulations. Their basic procedure estimates the quantities arising in stochastic Galerkin computations.
Keywords :
Galerkin method; stochastic processes; uncertain systems; Galerkin-free computational approach; UQ computations; dynamical systems; equation-free computational approach; equation-free multiscale approach; stochastic Galerkin computations; uncertainty quantification; Analytical models; Computational modeling; Context modeling; Microscopy; Nonlinear equations; Partial differential equations; Performance analysis; Sampling methods; Stochastic processes; Uncertainty; equation-free computation; generalized polynomial chaos; projective integration; stochastic Galerkin methods; uncertainty quantification;
Journal_Title :
Computing in Science & Engineering
DOI :
10.1109/MCSE.2005.46
