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A stochastic collocation algorithm for uncertainty analysis
| Content Provider | NASA Technical Reports Server (NTRS) |
|---|---|
| Author | Mathelin, Lionel Hussaini, M. Yousuff |
| Copyright Year | 2003 |
| Description | This report describes a stochastic collocation method to adequately handle a physically intrinsic uncertainty in the variables of a numerical simulation. For instance, while the standard Galerkin approach to Polynomial Chaos requires multi-dimensional summations over the stochastic basis functions, the stochastic collocation method enables to collapse those summations to a one-dimensional summation only. This report furnishes the essential algorithmic details of the new stochastic collocation method and provides as a numerical example the solution of the Riemann problem with the stochastic collocation method used for the discretization of the stochastic parameters. |
| File Size | 642217 |
| Page Count | 16 |
| File Format | |
| Alternate Webpage(s) | http://archive.org/details/NASA_NTRS_Archive_20030016674 |
| Archival Resource Key | ark:/13960/t1mh2k63r |
| Language | English |
| Publisher Date | 2003-02-01 |
| Access Restriction | Open |
| Subject Keyword | Numerical Analysis Uncertain Systems Algorithms Collocation Stochastic Processes Polynomials Galerkin Method Cauchy Problem Ntrs Nasa Technical Reports Server (ntrs) Nasa Technical Reports Server Aerodynamics Aircraft Aerospace Engineering Aerospace Aeronautic Space Science |
| Content Type | Text |
| Resource Type | Technical Report |
