An equation-free, multiscale approach to uncertainty quantification

Author
Publication Year
2005

Type

Journal Article
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 Golerkin computations.

Journal
Computing in Science & Engineering
Volume
7
Issue
3
Pages
16-23
Date Published
05/2005
ISBN
1521-9615
Short Title
Comput. Sci. Eng.