作者
Sharmila Karumuri, Rohit Tripathy, Ilias Bilionis, Jitesh Panchal
发表日期
2020/3/1
期刊
Journal of Computational Physics
卷号
404
页码范围
109120
出版商
Academic Press
简介
Stochastic partial differential equations (SPDEs) are ubiquitous in engineering and computational sciences. The stochasticity arises as a consequence of uncertainty in input parameters, constitutive relations, initial/boundary conditions, etc. Because of these functional uncertainties, the stochastic parameter space is often high-dimensional, requiring hundreds, or even thousands, of parameters to describe it. This poses an insurmountable challenge to response surface modeling since the number of forward model evaluations needed to construct an accurate surrogate grows exponentially with the dimension of the uncertain parameter space; a phenomenon referred to as the curse of dimensionality. State-of-the-art methods for high-dimensional uncertainty propagation seek to alleviate the curse of dimensionality by performing dimensionality reduction in the uncertain parameter space. However, one still needs to …
引用总数
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