Measure transformation and efficient quadrature in reduced-dimensional stochastic modeling of coupled problems
Author:
Affiliation:
1. Université de Liège; B52/3, Chemin des Chevreuils 1 B-4000 Liège Belgium
2. University of Southern California; 210 KAP Hall Los Angeles CA 90089 USA
3. Sandia National Laboratories; P.O. Box 5800 Albuquerque NM 87185 USA
Publisher
Wiley
Subject
Applied Mathematics,General Engineering,Numerical Analysis
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/nme.4368/fullpdf
Reference44 articles.
1. Physical systems with random uncertainties: chaos representations with arbitrary probability measure;Soize;SIAM Journal on Scientific Computing,2004
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