Some advances on anchored ANOVA expansion for high order moments computation
TANG, Kunkun
Parallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
Parallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
CONGEDO, Pietro Marco
Parallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
Parallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
ABGRALL, Rémi
Parallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
Parallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
TANG, Kunkun
Parallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
Parallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
CONGEDO, Pietro Marco
Parallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
Parallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
ABGRALL, Rémi
Parallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
< Reduce
Parallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
Language
en
Communication dans un congrès
This item was published in
6th European Conference on Computational Fluid Dynamics (ECCOMAS CFD 2014), 2014-07-20, Barcelona. 2014-07-20
English Abstract
Covariance decomposition of output variance is used in this paper to take account of interactions between non-orthogonal components in anchored ANOVA method. Results show this approach is less sensitive to the anchor ...Read more >
Covariance decomposition of output variance is used in this paper to take account of interactions between non-orthogonal components in anchored ANOVA method. Results show this approach is less sensitive to the anchor reference point than existing method. Covariance-based sensitivity indices (SI) are also used, compared to variance-based SI. Furthermore, we emphasize covariance decomposition can be generalized in a straightforward way to decompose high order moments.Read less <
English Keywords
stochastic problems
uncertainty quantification
(anchored) ANOVA
global sensitivity analysis
variance/covariance decomposition
Origin
Hal imported