Approximation and Uncertainty Quantification of Systems with Arbitrary Parameter Distributions using Weighted Leja Interpolation

Approximation and Uncertainty Quantification of Systems with Arbitrary Parameter Distributions using Weighted Leja Interpolation

Approximation and uncertainty quantification methods based on Lagrange interpolation are typically abandoned in cases where the probability distributions of one or more system parameters are not normal, uniform, or closely related distributions, due to the computational issues that arise when one wi...

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Bibliographic Details
Main Authors: Dimitrios Loukrezis, Herbert De Gersem
Format: Article
Language:English
Published: MDPI AG 2020-02-01
Series:Algorithms
Subjects:
adaptive algorithms
arbitrary probability distributions
sparse interpolation
uncertainty quantification
weighted leja sequences
Online Access:https://www.mdpi.com/1999-4893/13/3/51

Internet

https://www.mdpi.com/1999-4893/13/3/51

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