| タイトル | A Stochastic Collocation Algorithm for Uncertainty Analysis |
| 本文（外部サイト） | http://hdl.handle.net/2060/20030016674 |
| 著者（英） | Mathelin, Lionel; Zang, Thomas A.; Hussaini, M. Yousuff |
| 著者所属（英） | Florida State Univ. |
| 発行日 | 2003-02-01 |
| 言語 | eng |
| 内容記述 | 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. |
| NASA分類 | Numerical Analysis |
| レポートNO | NAS 1.26:212153
NASA/CR-2003-212153 |
| 権利 | No Copyright |
| URI | https://repository.exst.jaxa.jp/dspace/handle/a-is/90512 |
