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Fator do impacto: 4.911
FI de cinco anos: 3.179

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ISSN Imprimir: 2152-5080
ISSN On-line: 2152-5099

Próximos artigos

On the Multilevel Monte Carlo Estimation of Unbiased Expectation Via Sequence Extrapolation Timothy Barth

Timothy Barth
NASA

DOI: 10.1615/Int.J.UncertaintyQuantification.2020032985

Foreword: Special Issue on Multilevel-Multifidelity Approaches for Uncertainty Quantification Michael Eldred, Gianluca Geraci, Gianluca Iaccarino

Michael Eldred
Sandia National Laboratories

Gianluca Geraci
Sandia National Laboratories

Gianluca Iaccarino
Department of Mechanical Engineering Institute for Computational Mathematical Engineering Stanford University Bldg 500, RM 500-I, Stanford CA 94305 - USA

DOI: 10.1615/Int.J.UncertaintyQuantification.2020036984

An efficient computational method for parameter identification in the context of random set theory via Bayesian inversion Truong Vinh Hoang, Hermann G. Matthies

Truong Vinh Hoang
Chair of Mathematics for Uncertainty Quantification, RWTH-Aachen University

Hermann G. Matthies
Technische Universität Braunschweig

DOI: 10.1615/Int.J.UncertaintyQuantification.2020031869

Isogeometric Methods for Karhunen-Loeve Representation of Random Fields on Arbitrary Multi-patch Domains Ramin Jahanbin, Sharif Rahman

Ramin Jahanbin
The University of Iowa

Sharif Rahman
The University of Iowa

DOI: 10.1615/Int.J.UncertaintyQuantification.2020035185

Kernel optimization for Low-Rank Multi-Fidelity Algorithms Mani Razi, Mike Kirby, Akil Narayan

Mani Razi
University of Utah

Mike Kirby
Scientific Computing and Imaging Institute, University of Utah, Salt Lake City, Utah, 84112, USA

Akil Narayan
University of Utah

DOI: 10.1615/Int.J.UncertaintyQuantification.2020033212

Multi-Index Sequential Monte Carlo Methods for partially observed Stochastic Partial Differential Equations Kody Law, Ajay Jasra, Yaxian Xu

Kody Law
University of Manchester

Ajay Jasra
KAUST

Yaxian Xu
NUS

DOI: 10.1615/Int.J.UncertaintyQuantification.2020033219

Deep learning of parameterized equations with applications to uncertainty quantification Tong Qin, Zhen Chen, John Jakeman, Dongbin Xiu

Tong Qin
The Ohio State University

Zhen Chen
Department of Mathematics, The Ohio State University

John Jakeman
Optimization and Uncertainty Quantification Department, Sandia National Laboratory

Dongbin Xiu
Ohio Eminent Scholar Department of Mathematics The Ohio State University Columbus, Ohio 43210, USA

DOI: 10.1615/Int.J.UncertaintyQuantification.2020034123

Method of Distributions for Systems with Stochastic Forcing Rik Rutjens, Gustaaf Jacobs, Daniel Tartakovsky

Rik Rutjens
San Diego State University

Gustaaf Jacobs
San Diego State University

Daniel Tartakovsky
Stanford University

DOI: 10.1615/Int.J.UncertaintyQuantification.2020031940

A NON-NESTED INFILLING STRATEGY FOR MULTI-FIDELITY BASED EFFICIENT GLOBAL OPTIMIZATION Matthieu Sacher, Olivier Le Maître, Régis Duvigneau, Frédéric Hauville, Mathieu Durand, Corentin Lothodé

Matthieu Sacher
ENSTA Bretagne, CNRS, IRDL

Olivier Le Maître
Centre de Mathématiques Appliquées, CNRS, Inria, Ecole Polytechnique

Régis Duvigneau
Université Côte d’Azur, Inria, CNRS, LJAD

Frédéric Hauville
Naval Academy Research Institute - IRENAV

Mathieu Durand
Sirli Innovations

Corentin Lothodé
K-Epsilon

DOI: 10.1615/Int.J.UncertaintyQuantification.2020032982

PARAMETER ESTIMATION OF STOCHASTIC CHAOTIC SYSTEMS Ramona Maraia, sebastian springer, Heikki Haario, Janne Hakkarainen, Eero Saksman

Ramona Maraia
LUT University of Technology

sebastian springer
LUT university

Heikki Haario
LUT University, Finnish Metereological Institute

Janne Hakkarainen
Finnish Metereological Institute

Eero Saksman
University of Helsinki

DOI: 10.1615/Int.J.UncertaintyQuantification.2020032807

Computation of Sobol indices in global sensitivity analysis from small data sets by probabilistic learning on manifolds Maarten Arnst, Christian Soize, Kevin Bulthuis

Maarten Arnst
University of Liege

Christian Soize
Université Paris-Est Marne-la-Vallée

Kevin Bulthuis
University of Liege

DOI: 10.1615/Int.J.UncertaintyQuantification.2020032674

Stochastic Spectral Embedding Stefano Marelli, Paul-Remo Wagner, Christos Lataniotis, Bruno Sudret

Stefano Marelli
Chair of Risk, Safety and Uncertainty Quantification, ETH Zurich, Stefano-Franscini-Platz 5,8093 Zurich, Switzerland

Paul-Remo Wagner
Chair of Risk, Safety and Uncertainty Quantification, ETH Zurich, Stefano-Franscini-Platz 5,8093 Zurich, Switzerland

Christos Lataniotis
Chair of Risk, Safety and Uncertainty Quantification, ETH Zurich, Stefano-Franscini-Platz 5,8093 Zurich, Switzerland

Bruno Sudret
Chair of Risk, Safety and Uncertainty Quantification, ETH Zurich, Stefano-Franscini-Platz 5,8093 Zurich, Switzerland

DOI: 10.1615/Int.J.UncertaintyQuantification.2020034395

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