Soize, Christian; To, Quy-Dong Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate. (English) Zbl 07807989 J. Comput. Phys. 496, Article ID 112582, 20 p. (2024). MSC: 65Cxx 60Hxx 62Hxx PDFBibTeX XMLCite \textit{C. Soize} and \textit{Q.-D. To}, J. Comput. Phys. 496, Article ID 112582, 20 p. (2024; Zbl 07807989) Full Text: DOI
Listov, Petr; Schwarz, Johannes; Jones, Colin N. Stochastic optimal control for autonomous driving applications via polynomial chaos expansions. (English) Zbl 07791486 Optim. Control Appl. Methods 45, No. 1, 3-28 (2024). MSC: 93E20 93B45 93B52 93C85 PDFBibTeX XMLCite \textit{P. Listov} et al., Optim. Control Appl. Methods 45, No. 1, 3--28 (2024; Zbl 07791486) Full Text: DOI OA License
Tamura, Yuma On a certain martingale representation and the related Infinite dimensional moment problem. (English) Zbl 1528.60035 Japan J. Ind. Appl. Math. 41, No. 1, 609-615 (2024). MSC: 60G44 44A60 PDFBibTeX XMLCite \textit{Y. Tamura}, Japan J. Ind. Appl. Math. 41, No. 1, 609--615 (2024; Zbl 1528.60035) Full Text: DOI
Wang, Zongfan; Wang, Liqun; Wang, Xiuye; Sun, Qinqin; Yang, Guolai Propagation algorithm for hybrid uncertainty parameters based on polynomial chaos expansion. (English) Zbl 07772309 Int. J. Numer. Methods Eng. 124, No. 19, 4203-4223 (2023). MSC: 65-XX 94Cxx 34-XX PDFBibTeX XMLCite \textit{Z. Wang} et al., Int. J. Numer. Methods Eng. 124, No. 19, 4203--4223 (2023; Zbl 07772309) Full Text: DOI
Wang, Zhiheng; Ghanem, Roger Stochastic modeling and statistical calibration with model error and scarce data. (English) Zbl 07761320 Comput. Methods Appl. Mech. Eng. 416, Article ID 116339, 18 p. (2023). MSC: 62-XX 86-XX PDFBibTeX XMLCite \textit{Z. Wang} and \textit{R. Ghanem}, Comput. Methods Appl. Mech. Eng. 416, Article ID 116339, 18 p. (2023; Zbl 07761320) Full Text: DOI
Sang, Liheng; Chen, Zhenlong Existence and smoothness of local time and self-intersection local time for spherical Gaussian random fields. (English) Zbl 1523.60062 Front. Math. (Beijing) 18, No. 3, 591-614 (2023). MSC: 60G15 60H05 60H07 PDFBibTeX XMLCite \textit{L. Sang} and \textit{Z. Chen}, Front. Math. (Beijing) 18, No. 3, 591--614 (2023; Zbl 1523.60062) Full Text: DOI
Liu, Jingfei; Jiang, Chao Surrogate modeling for high dimensional uncertainty propagation via deep kernel polynomial chaos expansion. (English) Zbl 1525.68134 Appl. Math. Modelling 122, 167-186 (2023). MSC: 68T07 33C45 65C20 PDFBibTeX XMLCite \textit{J. Liu} and \textit{C. Jiang}, Appl. Math. Modelling 122, 167--186 (2023; Zbl 1525.68134) Full Text: DOI
Zhang, Bei-Yang; Ni, Yi-Qing A novel sparse polynomial chaos expansion technique with high adaptiveness for surrogate modelling. (English) Zbl 1525.65009 Appl. Math. Modelling 121, 562-585 (2023). MSC: 65C20 PDFBibTeX XMLCite \textit{B.-Y. Zhang} and \textit{Y.-Q. Ni}, Appl. Math. Modelling 121, 562--585 (2023; Zbl 1525.65009) Full Text: DOI
Gugat, Martin; Herty, Michael Turnpike properties of optimal boundary control problems with random linear hyperbolic systems. (English) Zbl 1522.35432 ESAIM, Control Optim. Calc. Var. 29, Paper No. 55, 27 p. (2023). MSC: 35Q49 93E20 49K45 49J20 35R60 PDFBibTeX XMLCite \textit{M. Gugat} and \textit{M. Herty}, ESAIM, Control Optim. Calc. Var. 29, Paper No. 55, 27 p. (2023; Zbl 1522.35432) Full Text: DOI
Chen, Zhen-Qing; Hu, Yaozhong Solvability of parabolic Anderson equation with fractional Gaussian noise. (English) Zbl 1520.60031 Commun. Math. Stat. 11, No. 3, 563-582 (2023). MSC: 60H15 60G60 60G15 60G22 35R60 PDFBibTeX XMLCite \textit{Z.-Q. Chen} and \textit{Y. Hu}, Commun. Math. Stat. 11, No. 3, 563--582 (2023; Zbl 1520.60031) Full Text: DOI arXiv
Botti, Michele; Fumagalli, Alessio; Scotti, Anna Uncertainty quantification for mineral precipitation and dissolution in fractured porous media. (English) Zbl 1516.76079 GEM. Int. J. Geomath. 14, Paper No. 21, 29 p. (2023). MSC: 76S05 65M75 PDFBibTeX XMLCite \textit{M. Botti} et al., GEM. Int. J. Geomath. 14, Paper No. 21, 29 p. (2023; Zbl 1516.76079) Full Text: DOI arXiv
Yela, Alberto López; Míguez, Joaquín Polynomial propagation of moments in stochastic differential equations. (English) Zbl 1515.65035 SIAM J. Appl. Dyn. Syst. 22, No. 2, 1153-1181 (2023). MSC: 65C30 60H10 41A58 41A10 PDFBibTeX XMLCite \textit{A. L. Yela} and \textit{J. Míguez}, SIAM J. Appl. Dyn. Syst. 22, No. 2, 1153--1181 (2023; Zbl 1515.65035) Full Text: DOI arXiv
García-Merino, J. C.; Calvo-Jurado, C.; Martínez-Pañeda, E.; García-Macías, E. Multielement polynomial chaos kriging-based metamodelling for Bayesian inference of non-smooth systems. (English) Zbl 1515.62044 Appl. Math. Modelling 116, 510-531 (2023). MSC: 62F15 65C30 65C40 PDFBibTeX XMLCite \textit{J. C. García-Merino} et al., Appl. Math. Modelling 116, 510--531 (2023; Zbl 1515.62044) Full Text: DOI arXiv
Bürkner, Paul-Christian; Kröker, Ilja; Oladyshkin, Sergey; Nowak, Wolfgang A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of terms. (English) Zbl 07696975 J. Comput. Phys. 488, Article ID 112210, 25 p. (2023). MSC: 65Cxx 62Jxx 60Hxx PDFBibTeX XMLCite \textit{P.-C. Bürkner} et al., J. Comput. Phys. 488, Article ID 112210, 25 p. (2023; Zbl 07696975) Full Text: DOI arXiv
Bayer, Christian; Eigel, Martin; Sallandt, Leon; Trunschke, Philipp Pricing high-dimensional Bermudan options with hierarchical tensor formats. (English) Zbl 1516.91066 SIAM J. Financ. Math. 14, No. 2, 383-406 (2023). MSC: 91G60 65C05 91G20 60G44 PDFBibTeX XMLCite \textit{C. Bayer} et al., SIAM J. Financ. Math. 14, No. 2, 383--406 (2023; Zbl 1516.91066) Full Text: DOI arXiv
Denimal, E.; Sinou, J.-J. Efficient parametric study of a stochastic airfoil system based on hybrid surrogate modeling with advanced automatic kriging construction. (English) Zbl 1517.74047 Eur. J. Mech., A, Solids 99, Article ID 104926, 19 p. (2023). MSC: 74H55 74S60 74F10 PDFBibTeX XMLCite \textit{E. Denimal} and \textit{J. J. Sinou}, Eur. J. Mech., A, Solids 99, Article ID 104926, 19 p. (2023; Zbl 1517.74047) Full Text: DOI
Kontolati, Katiana; Goswami, Somdatta; Shields, Michael D.; Karniadakis, George Em On the influence of over-parameterization in manifold based surrogates and deep neural operators. (English) Zbl 07660362 J. Comput. Phys. 479, Article ID 112008, 18 p. (2023). MSC: 65Cxx 68Txx 60Hxx PDFBibTeX XMLCite \textit{K. Kontolati} et al., J. Comput. Phys. 479, Article ID 112008, 18 p. (2023; Zbl 07660362) Full Text: DOI arXiv
Vasile, Massimiliano; Manzi, Matteo Polynomial stochastic dynamical indicators. (English) Zbl 1509.70019 Celest. Mech. Dyn. Astron. 135, No. 1, Paper No. 4, 35 p. (2023). MSC: 70G60 70L10 70F07 37N05 PDFBibTeX XMLCite \textit{M. Vasile} and \textit{M. Manzi}, Celest. Mech. Dyn. Astron. 135, No. 1, Paper No. 4, 35 p. (2023; Zbl 1509.70019) Full Text: DOI
Lüthen, Nora; Marelli, Stefano; Sudret, Bruno A spectral surrogate model for stochastic simulators computed from trajectory samples. (English) Zbl 07658095 Comput. Methods Appl. Mech. Eng. 406, Article ID 115875, 29 p. (2023). MSC: 62-XX 92-XX PDFBibTeX XMLCite \textit{N. Lüthen} et al., Comput. Methods Appl. Mech. Eng. 406, Article ID 115875, 29 p. (2023; Zbl 07658095) Full Text: DOI arXiv
Zeng, Xiaoshu; Ghanem, Roger Projection pursuit adaptation on polynomial chaos expansions. (English) Zbl 07653047 Comput. Methods Appl. Mech. Eng. 405, Article ID 115845, 27 p. (2023). MSC: 65-XX 62-XX PDFBibTeX XMLCite \textit{X. Zeng} and \textit{R. Ghanem}, Comput. Methods Appl. Mech. Eng. 405, Article ID 115845, 27 p. (2023; Zbl 07653047) Full Text: DOI arXiv
Wentz, Jacqueline; Doostan, Alireza GenMod: a generative modeling approach for spectral representation of PDEs with random inputs. (English) Zbl 07620372 J. Comput. Phys. 472, Article ID 111691, 30 p. (2023). MSC: 60Hxx 94Axx 65Cxx PDFBibTeX XMLCite \textit{J. Wentz} and \textit{A. Doostan}, J. Comput. Phys. 472, Article ID 111691, 30 p. (2023; Zbl 07620372) Full Text: DOI arXiv
Bhattacharyya, Biswarup On the use of sparse Bayesian learning-based polynomial chaos expansion for global reliability sensitivity analysis. (English) Zbl 1524.65010 J. Comput. Appl. Math. 420, Article ID 114819, 15 p. (2023). MSC: 65C05 62-08 62F15 65C30 62L05 PDFBibTeX XMLCite \textit{B. Bhattacharyya}, J. Comput. Appl. Math. 420, Article ID 114819, 15 p. (2023; Zbl 1524.65010) Full Text: DOI
Kofnov, Andrey; Moosbrugger, Marcel; Stankovič, Miroslav; Bartocci, Ezio; Bura, Efstathia Moment-based invariants for probabilistic loops with non-polynomial assignments. (English) Zbl 1522.68133 Ábrahám, Erika (ed.) et al., Quantitative evaluation of systems. 19th international conference, QEST 2022, Warsaw, Poland, September 12–16, 2022. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13479, 3-25 (2022). MSC: 68N19 PDFBibTeX XMLCite \textit{A. Kofnov} et al., Lect. Notes Comput. Sci. 13479, 3--25 (2022; Zbl 1522.68133) Full Text: DOI arXiv
Fischler, Willy; Guglielmo, Tyler; Nguyen, Phuc Quantum chaos in a weakly-coupled field theory with nonlocality. (English) Zbl 07647461 J. High Energy Phys. 2022, No. 9, Paper No. 97, 24 p. (2022). MSC: 81Q50 81T75 81R60 PDFBibTeX XMLCite \textit{W. Fischler} et al., J. High Energy Phys. 2022, No. 9, Paper No. 97, 24 p. (2022; Zbl 07647461) Full Text: DOI arXiv
Zulkarnain; Susanto, H.; Antonopoulos, C. G. Energy-recurrence breakdown and chaos in disordered Fermi-Pasta-Ulam-Tsingou lattices. (English) Zbl 1507.82047 Chaos Solitons Fractals 165, Part 1, Article ID 112850, 12 p. (2022). MSC: 82B44 34C15 PDFBibTeX XMLCite \textit{Zulkarnain} et al., Chaos Solitons Fractals 165, Part 1, Article ID 112850, 12 p. (2022; Zbl 1507.82047) Full Text: DOI arXiv
Halconruy, Hélène Malliavin calculus for marked binomial processes and applications. (English) Zbl 1511.60079 Electron. J. Probab. 27, Paper No. 164, 39 p. (2022). MSC: 60H07 60F05 60G55 60J74 91G20 PDFBibTeX XMLCite \textit{H. Halconruy}, Electron. J. Probab. 27, Paper No. 164, 39 p. (2022; Zbl 1511.60079) Full Text: DOI
Wang, Zhiheng; Ghanem, Roger A functional global sensitivity measure and efficient reliability sensitivity analysis with respect to statistical parameters. (English) Zbl 1507.74561 Comput. Methods Appl. Mech. Eng. 402, Article ID 115175, 18 p. (2022). MSC: 74S60 62P30 PDFBibTeX XMLCite \textit{Z. Wang} and \textit{R. Ghanem}, Comput. Methods Appl. Mech. Eng. 402, Article ID 115175, 18 p. (2022; Zbl 1507.74561) Full Text: DOI
de Swart, H. E.; van der Wal, S. T.; Frank, J. E.; Schramkowski, G. P. Sensitivity of modeled tracer motion in tidal areas to numerics and to non-Hamiltonian perturbations. (English) Zbl 1504.76051 Chaos Solitons Fractals 161, Article ID 112318, 13 p. (2022). MSC: 76M10 76M27 76B47 PDFBibTeX XMLCite \textit{H. E. de Swart} et al., Chaos Solitons Fractals 161, Article ID 112318, 13 p. (2022; Zbl 1504.76051) Full Text: DOI
Mohammadi, Ramin; Karimi, Mohamad Sadeq; Raisee, Mehrdad; Sharbatdar, Mahkame Probabilistic CFD analysis on the flow field and performance of the FDA centrifugal blood pump. (English) Zbl 1505.76132 Appl. Math. Modelling 109, 555-577 (2022). MSC: 76Z05 92C35 PDFBibTeX XMLCite \textit{R. Mohammadi} et al., Appl. Math. Modelling 109, 555--577 (2022; Zbl 1505.76132) Full Text: DOI
Bourgey, Florian; Gobet, Emmanuel; Rey, Clément A comparative study of polynomial-type chaos expansions for indicator functions. (English) Zbl 1524.33045 SIAM/ASA J. Uncertain. Quantif. 10, 1350-1383 (2022). MSC: 33C45 40A30 41A10 60H07 62L20 PDFBibTeX XMLCite \textit{F. Bourgey} et al., SIAM/ASA J. Uncertain. Quantif. 10, 1350--1383 (2022; Zbl 1524.33045) Full Text: DOI
Penner, Eduard; Caylak, Ismail; Mahnken, Rolf A polymorphic uncertainty model for the curing process of transversely fiber-reinforced plastics. (English) Zbl 1498.60019 Math. Mech. Complex Syst. 10, No. 1, 21-50 (2022). MSC: 60A86 PDFBibTeX XMLCite \textit{E. Penner} et al., Math. Mech. Complex Syst. 10, No. 1, 21--50 (2022; Zbl 1498.60019) Full Text: DOI
Cammarota, Valentina; Marinucci, Domenico On the correlation of critical points and angular trispectrum for random spherical harmonics. (English) Zbl 1515.60151 J. Theor. Probab. 35, No. 4, 2269-2303 (2022). MSC: 60G60 60F05 33C55 60D05 42C10 PDFBibTeX XMLCite \textit{V. Cammarota} and \textit{D. Marinucci}, J. Theor. Probab. 35, No. 4, 2269--2303 (2022; Zbl 1515.60151) Full Text: DOI arXiv
Balan, Raluca M.; Nualart, David; Quer-Sardanyons, Lluís; Zheng, Guangqu The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications. (English) Zbl 1501.60031 Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 3, 757-827 (2022). MSC: 60H15 60H07 60G15 60F05 PDFBibTeX XMLCite \textit{R. M. Balan} et al., Stoch. Partial Differ. Equ., Anal. Comput. 10, No. 3, 757--827 (2022; Zbl 1501.60031) Full Text: DOI arXiv
Kundu, Sandipan Subleading bounds on chaos. (English) Zbl 1522.81106 J. High Energy Phys. 2022, No. 4, Paper No. 10, 28 p. (2022). MSC: 81Q50 81T40 83C57 83E30 83C45 81T28 PDFBibTeX XMLCite \textit{S. Kundu}, J. High Energy Phys. 2022, No. 4, Paper No. 10, 28 p. (2022; Zbl 1522.81106) Full Text: DOI arXiv
Gu, Yingfei; Kitaev, Alexei; Zhang, Pengfei A two-way approach to out-of-time-order correlators. (English) Zbl 1522.81105 J. High Energy Phys. 2022, No. 3, Paper No. 133, 37 p. (2022). MSC: 81Q50 81T40 PDFBibTeX XMLCite \textit{Y. Gu} et al., J. High Energy Phys. 2022, No. 3, Paper No. 133, 37 p. (2022; Zbl 1522.81105) Full Text: DOI arXiv
Kundu, Sandipan Extremal chaos. (English) Zbl 1521.83130 J. High Energy Phys. 2022, No. 1, Paper No. 163, 30 p. (2022). MSC: 83C57 81T40 83E30 81Q50 83C45 PDFBibTeX XMLCite \textit{S. Kundu}, J. High Energy Phys. 2022, No. 1, Paper No. 163, 30 p. (2022; Zbl 1521.83130) Full Text: DOI arXiv
Zhao, Huan; Gao, Zheng-Hong; Xia, Lu Efficient aerodynamic analysis and optimization under uncertainty using multi-fidelity polynomial chaos-Kriging surrogate model. (English) Zbl 1521.76815 Comput. Fluids 246, Article ID 105643, 22 p. (2022). MSC: 76Q05 65C20 PDFBibTeX XMLCite \textit{H. Zhao} et al., Comput. Fluids 246, Article ID 105643, 22 p. (2022; Zbl 1521.76815) Full Text: DOI
Todino, Anna Paola Limiting behavior for the excursion area of band-limited spherical random fields. (English) Zbl 1522.60047 Electron. Commun. Probab. 27, 1-12 (2022). MSC: 60G60 33C55 42C10 60F05 PDFBibTeX XMLCite \textit{A. P. Todino}, Electron. Commun. Probab. 27, 1--12 (2022; Zbl 1522.60047) Full Text: DOI arXiv
Cao, Lixiong; Liu, Jie; Jiang, Chao; Liu, Guangzhao Optimal sparse polynomial chaos expansion for arbitrary probability distribution and its application on global sensitivity analysis. (English) Zbl 1507.65018 Comput. Methods Appl. Mech. Eng. 399, Article ID 115368, 20 p. (2022). MSC: 65C20 33C45 62P99 PDFBibTeX XMLCite \textit{L. Cao} et al., Comput. Methods Appl. Mech. Eng. 399, Article ID 115368, 20 p. (2022; Zbl 1507.65018) Full Text: DOI
Chassagneux, Jean-François; Szpruch, Lukasz; Tse, Alvin Weak quantitative propagation of chaos via differential calculus on the space of measures. (English) Zbl 1497.60074 Ann. Appl. Probab. 32, No. 3, 1929-1969 (2022). MSC: 60H10 60K35 PDFBibTeX XMLCite \textit{J.-F. Chassagneux} et al., Ann. Appl. Probab. 32, No. 3, 1929--1969 (2022; Zbl 1497.60074) Full Text: DOI arXiv
Kawai, Shigetaka; Yamazaki, Wataru; Oyama, Akira Gegenbauer reconstruction method with edge detection for multi-dimensional uncertainty propagation. (English) Zbl 07578912 J. Comput. Phys. 468, Article ID 111505, 20 p. (2022). MSC: 65Cxx 60Hxx 42Axx PDFBibTeX XMLCite \textit{S. Kawai} et al., J. Comput. Phys. 468, Article ID 111505, 20 p. (2022; Zbl 07578912) Full Text: DOI
Merchán-Rivera, Pablo; Basilio Hazas, Mónica; Marcolini, Giorgia; Chiogna, Gabriele Propagation of hydropeaking waves in heterogeneous aquifers: effects on flow topology and uncertainty quantification. (English) Zbl 1495.76086 GEM. Int. J. Geomath. 13, Paper No. 11, 26 p. (2022). MSC: 76M35 76R99 76-10 86A05 PDFBibTeX XMLCite \textit{P. Merchán-Rivera} et al., GEM. Int. J. Geomath. 13, Paper No. 11, 26 p. (2022; Zbl 1495.76086) Full Text: DOI
García-Merino, José Carlos; Calvo-Jurado, Carmen; García-Macías, Enrique Surrogate modeling of the effective elastic properties of spherical particle-reinforced composite materials. (English) Zbl 1501.74063 J. Math. Chem. 60, No. 8, 1555-1570 (2022). MSC: 74Q15 74E30 74S05 PDFBibTeX XMLCite \textit{J. C. García-Merino} et al., J. Math. Chem. 60, No. 8, 1555--1570 (2022; Zbl 1501.74063) Full Text: DOI
Skamagkis, Th.; Papoutsis-Kiachagias, E. M.; Giannakoglou, K. C. CFD-based shape optimization under uncertainties using the adjoint-assisted polynomial chaos expansion and projected derivatives. (English) Zbl 1521.76467 Comput. Fluids 241, Article ID 105458, 16 p. (2022). MSC: 76M12 76Dxx PDFBibTeX XMLCite \textit{Th. Skamagkis} et al., Comput. Fluids 241, Article ID 105458, 16 p. (2022; Zbl 1521.76467) Full Text: DOI
Alghosoun, Alia; El Mocayd, Nabil; Seaid, Mohammed A nonintrusive reduced-order model for uncertainty quantification in numerical solution of one-dimensional free-surface water flows over stochastic beds. (English) Zbl 07547374 Int. J. Comput. Methods 19, No. 4, Article ID 2150073, 38 p. (2022). MSC: 76-XX 86-XX PDFBibTeX XMLCite \textit{A. Alghosoun} et al., Int. J. Comput. Methods 19, No. 4, Article ID 2150073, 38 p. (2022; Zbl 07547374) Full Text: DOI
Vidotto, A. Random Lipschitz-Killing curvatures: reduction principles, integration by parts and Wiener chaos. (English) Zbl 1495.60043 Theory Probab. Math. Stat. 106, 157-175 (2022). MSC: 60G60 60D05 35J05 60G10 60G15 PDFBibTeX XMLCite \textit{A. Vidotto}, Theory Probab. Math. Stat. 106, 157--175 (2022; Zbl 1495.60043) Full Text: DOI arXiv
Cammarota, V.; Todino, A. P. On the correlation between critical points and critical values for random spherical harmonics. (English) Zbl 1490.60128 Theory Probab. Math. Stat. 106, 41-62 (2022). MSC: 60G60 60F05 33C55 60G15 PDFBibTeX XMLCite \textit{V. Cammarota} and \textit{A. P. Todino}, Theory Probab. Math. Stat. 106, 41--62 (2022; Zbl 1490.60128) Full Text: DOI arXiv
Gorji, Hossein Logarithmic gradient transformation and chaos expansion of Itô processes. (English) Zbl 1490.60159 Commun. Math. Stat. 10, No. 2, 215-231 (2022). MSC: 60H10 35Q84 60J60 PDFBibTeX XMLCite \textit{H. Gorji}, Commun. Math. Stat. 10, No. 2, 215--231 (2022; Zbl 1490.60159) Full Text: DOI arXiv
Friz, Peter K.; Gatheral, Jim; Radoičić, Radoš Forests, cumulants, martingales. (English) Zbl 07527829 Ann. Probab. 50, No. 4, 1418-1445 (2022). Reviewer: Antonis Papapantoleon (Delft) MSC: 60G44 60H99 60L70 PDFBibTeX XMLCite \textit{P. K. Friz} et al., Ann. Probab. 50, No. 4, 1418--1445 (2022; Zbl 07527829) Full Text: DOI arXiv
Olivares, Alberto; Staffetti, Ernesto Robust optimal control of compartmental models in epidemiology: application to the COVID-19 pandemic. (English) Zbl 1490.92111 Commun. Nonlinear Sci. Numer. Simul. 111, Article ID 106509, 21 p. (2022). MSC: 92D30 93E20 PDFBibTeX XMLCite \textit{A. Olivares} and \textit{E. Staffetti}, Commun. Nonlinear Sci. Numer. Simul. 111, Article ID 106509, 21 p. (2022; Zbl 1490.92111) Full Text: DOI
Rahman, Sharif; Jahanbin, Ramin A spline dimensional decomposition for uncertainty quantification in high dimensions. (English) Zbl 07524833 SIAM/ASA J. Uncertain. Quantif. 10, 404-438 (2022). MSC: 65-XX 49K30 60H35 65C60 PDFBibTeX XMLCite \textit{S. Rahman} and \textit{R. Jahanbin}, SIAM/ASA J. Uncertain. Quantif. 10, 404--438 (2022; Zbl 07524833) Full Text: DOI arXiv
Alemazkoor, Negin; Louhghalam, Arghavan; Tootkaboni, Mazdak A multi-fidelity polynomial chaos-greedy Kaczmarz approach for resource-efficient uncertainty quantification on limited budget. (English) Zbl 1507.65017 Comput. Methods Appl. Mech. Eng. 389, Article ID 114290, 18 p. (2022). MSC: 65C20 62-08 65C05 PDFBibTeX XMLCite \textit{N. Alemazkoor} et al., Comput. Methods Appl. Mech. Eng. 389, Article ID 114290, 18 p. (2022; Zbl 1507.65017) Full Text: DOI
Zhou, Yicheng; Lu, Zhenzhou; Cheng, Kai Adaboost-based ensemble of polynomial chaos expansion with adaptive sampling. (English) Zbl 1507.65257 Comput. Methods Appl. Mech. Eng. 388, Article ID 114238, 22 p. (2022). MSC: 65N30 65N99 PDFBibTeX XMLCite \textit{Y. Zhou} et al., Comput. Methods Appl. Mech. Eng. 388, Article ID 114238, 22 p. (2022; Zbl 1507.65257) Full Text: DOI
Gao, Hanwei; Jézéquel, Louis; Cabrol, Eric; Vitry, Bernard Multi-objective robust optimization of chassis system with polynomial chaos expansion method. (English) Zbl 1523.90343 Eng. Optim. 53, No. 9, 1483-1503 (2021). MSC: 90C90 90C29 PDFBibTeX XMLCite \textit{H. Gao} et al., Eng. Optim. 53, No. 9, 1483--1503 (2021; Zbl 1523.90343) Full Text: DOI
Frey, Matthias; Adelmann, Andreas Global sensitivity analysis on numerical solver parameters of particle-in-cell models in particle accelerator systems. (English) Zbl 1520.78061 Comput. Phys. Commun. 258, Article ID 107577, 17 p. (2021). MSC: 78M99 78A35 78A10 78A55 81V25 81V80 62C10 93B35 PDFBibTeX XMLCite \textit{M. Frey} and \textit{A. Adelmann}, Comput. Phys. Commun. 258, Article ID 107577, 17 p. (2021; Zbl 1520.78061) Full Text: DOI arXiv
Mouradi, Rem-Sophia; Goeury, Cédric; Thual, Olivier; Zaoui, Fabrice; Tassi, Pablo Physically interpretable machine learning algorithm on multidimensional non-linear fields. (English) Zbl 07511429 J. Comput. Phys. 428, Article ID 110074, 34 p. (2021). MSC: 68-XX 94-XX PDFBibTeX XMLCite \textit{R.-S. Mouradi} et al., J. Comput. Phys. 428, Article ID 110074, 34 p. (2021; Zbl 07511429) Full Text: DOI arXiv
Bertin, Karine; Klutchnikoff, Nicolas Adaptive regression with Brownian path covariate. (English) Zbl 1493.62199 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1495-1520 (2021). MSC: 62G08 62H12 PDFBibTeX XMLCite \textit{K. Bertin} and \textit{N. Klutchnikoff}, Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 3, 1495--1520 (2021; Zbl 1493.62199) Full Text: DOI arXiv
Scheurer, Stefania; Schäfer Rodrigues Silva, Aline; Mohammadi, Farid; Hommel, Johannes; Oladyshkin, Sergey; Flemisch, Bernd; Nowak, Wolfgang Surrogate-based Bayesian comparison of computationally expensive models: application to microbially induced calcite precipitation. (English) Zbl 1477.86031 Comput. Geosci. 25, No. 6, 1899-1917 (2021). MSC: 86A32 PDFBibTeX XMLCite \textit{S. Scheurer} et al., Comput. Geosci. 25, No. 6, 1899--1917 (2021; Zbl 1477.86031) Full Text: DOI arXiv
Kuehn, Christian; Lux, Kerstin Uncertainty quantification of bifurcations in random ordinary differential equations. (English) Zbl 1484.34142 SIAM J. Appl. Dyn. Syst. 20, No. 4, 2295-2334 (2021). MSC: 34F10 34C23 60H35 41A58 44A15 34C45 PDFBibTeX XMLCite \textit{C. Kuehn} and \textit{K. Lux}, SIAM J. Appl. Dyn. Syst. 20, No. 4, 2295--2334 (2021; Zbl 1484.34142) Full Text: DOI arXiv
Chen, Xiaoli; Duan, Jinqiao; Karniadakis, George Em Learning and meta-learning of stochastic advection-diffusion-reaction systems from sparse measurements. (English) Zbl 07441294 Eur. J. Appl. Math. 32, No. 3, 397-420 (2021). MSC: 68T05 35R30 PDFBibTeX XMLCite \textit{X. Chen} et al., Eur. J. Appl. Math. 32, No. 3, 397--420 (2021; Zbl 07441294) Full Text: DOI arXiv
Funahashi, Hideharu Artificial neural network for option pricing with and without asymptotic correction. (English) Zbl 1479.91396 Quant. Finance 21, No. 4, 575-592 (2021). MSC: 91G20 41A60 68T07 PDFBibTeX XMLCite \textit{H. Funahashi}, Quant. Finance 21, No. 4, 575--592 (2021; Zbl 1479.91396) Full Text: DOI
Zakian, Pooya Stochastic finite cell method for structural mechanics. (English) Zbl 1480.74298 Comput. Mech. 68, No. 1, 185-210 (2021). MSC: 74S60 74S05 74K99 PDFBibTeX XMLCite \textit{P. Zakian}, Comput. Mech. 68, No. 1, 185--210 (2021; Zbl 1480.74298) Full Text: DOI
Gersbach, Hans; Liu, Yulin; Tischhauser, Martin Versatile forward guidance: escaping or switching? (English) Zbl 1475.91375 J. Econ. Dyn. Control 127, Article ID 104087, 22 p. (2021). MSC: 91G30 91B64 PDFBibTeX XMLCite \textit{H. Gersbach} et al., J. Econ. Dyn. Control 127, Article ID 104087, 22 p. (2021; Zbl 1475.91375) Full Text: DOI
Zhang, Bei-Yang; Ni, Yi-Qing A hybrid sequential sampling strategy for sparse polynomial chaos expansion based on compressive sampling and Bayesian experimental design. (English) Zbl 1507.62238 Comput. Methods Appl. Mech. Eng. 386, Article ID 114130, 29 p. (2021). MSC: 62F15 62K05 65K99 PDFBibTeX XMLCite \textit{B.-Y. Zhang} and \textit{Y.-Q. Ni}, Comput. Methods Appl. Mech. Eng. 386, Article ID 114130, 29 p. (2021; Zbl 1507.62238) Full Text: DOI
Novák, Lukáš; Vořechovský, Miroslav; Sadílek, Václav; Shields, Michael D. Variance-based adaptive sequential sampling for polynomial chaos expansion. (English) Zbl 1507.65015 Comput. Methods Appl. Mech. Eng. 386, Article ID 114105, 25 p. (2021). MSC: 65C05 60G07 62J05 62K05 62L05 PDFBibTeX XMLCite \textit{L. Novák} et al., Comput. Methods Appl. Mech. Eng. 386, Article ID 114105, 25 p. (2021; Zbl 1507.65015) Full Text: DOI
Dias, Fabio S.; Peters, Gareth W. Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence. (English) Zbl 1510.91163 Appl. Math. Comput. 411, Article ID 126484, 18 p. (2021). MSC: 91G20 60G12 62-08 62M10 91G60 PDFBibTeX XMLCite \textit{F. S. Dias} and \textit{G. W. Peters}, Appl. Math. Comput. 411, Article ID 126484, 18 p. (2021; Zbl 1510.91163) Full Text: DOI
Mariotti, A.; Boccadifuoco, A.; Celi, S.; Salvetti, M. V. Hemodynamics and stresses in numerical simulations of the thoracic aorta: stochastic sensitivity analysis to inlet flow-rate waveform. (English) Zbl 1521.76929 Comput. Fluids 230, Article ID 105123, 15 p. (2021). MSC: 76Z05 92C35 62P10 PDFBibTeX XMLCite \textit{A. Mariotti} et al., Comput. Fluids 230, Article ID 105123, 15 p. (2021; Zbl 1521.76929) Full Text: DOI
Karimi, Mohamad Sadeq; Raisee, Mehrdad; Farhat, Mohamed; Hendrick, Patrick; Nourbakhsh, Ahmad On the numerical simulation of a confined cavitating tip leakage vortex under geometrical and operational uncertainties. (English) Zbl 1521.76107 Comput. Fluids 220, Article ID 104881, 14 p. (2021). MSC: 76D17 76M35 PDFBibTeX XMLCite \textit{M. S. Karimi} et al., Comput. Fluids 220, Article ID 104881, 14 p. (2021; Zbl 1521.76107) Full Text: DOI
Mohammadi, Arash; Shimoyama, Koji; Karimi, Mohamad Sadeq; Raisee, Mehrdad Efficient uncertainty quantification of CFD problems by combination of proper orthogonal decomposition and compressed sensing. (English) Zbl 1481.76166 Appl. Math. Modelling 94, 187-225 (2021). MSC: 76M35 65C20 94A12 PDFBibTeX XMLCite \textit{A. Mohammadi} et al., Appl. Math. Modelling 94, 187--225 (2021; Zbl 1481.76166) Full Text: DOI
Henkes, Alexander; Caylak, Ismail; Mahnken, Rolf A deep learning driven pseudospectral PCE based FFT homogenization algorithm for complex microstructures. (English) Zbl 1502.74087 Comput. Methods Appl. Mech. Eng. 385, Article ID 114070, 27 p. (2021). MSC: 74Q05 65N75 PDFBibTeX XMLCite \textit{A. Henkes} et al., Comput. Methods Appl. Mech. Eng. 385, Article ID 114070, 27 p. (2021; Zbl 1502.74087) Full Text: DOI arXiv
Wang, Zhiheng; Ghanem, Roger An extended polynomial chaos expansion for PDF characterization and variation with aleatory and epistemic uncertainties. (English) Zbl 1506.60006 Comput. Methods Appl. Mech. Eng. 382, Article ID 113854, 15 p. (2021). MSC: 60-08 62G07 65C20 PDFBibTeX XMLCite \textit{Z. Wang} and \textit{R. Ghanem}, Comput. Methods Appl. Mech. Eng. 382, Article ID 113854, 15 p. (2021; Zbl 1506.60006) Full Text: DOI
Dsouza, Shaima M.; Hirshikesh; Mathew, Tittu V.; Singh, Indra Vir; Natarajan, Sundararajan A non-intrusive stochastic phase field method for crack propagation in functionally graded materials. (English) Zbl 1486.74121 Acta Mech. 232, No. 7, 2555-2574 (2021). MSC: 74R10 74E35 74S60 74S05 PDFBibTeX XMLCite \textit{S. M. Dsouza} et al., Acta Mech. 232, No. 7, 2555--2574 (2021; Zbl 1486.74121) Full Text: DOI
Denimal, E.; Sinou, J.-J. Advanced kriging-based surrogate modelling and sensitivity analysis for rotordynamics with uncertainties. (English) Zbl 1491.74035 Eur. J. Mech., A, Solids 90, Article ID 104331, 20 p. (2021). MSC: 74H45 74H50 74S05 PDFBibTeX XMLCite \textit{E. Denimal} and \textit{J. J. Sinou}, Eur. J. Mech., A, Solids 90, Article ID 104331, 20 p. (2021; Zbl 1491.74035) Full Text: DOI
Fox, Jamie; Ökten, Giray Brownian path generation and polynomial chaos. (English) Zbl 1471.91567 SIAM J. Financ. Math. 12, No. 2, 724-743 (2021). MSC: 91G20 60J70 91G60 65C05 PDFBibTeX XMLCite \textit{J. Fox} and \textit{G. Ökten}, SIAM J. Financ. Math. 12, No. 2, 724--743 (2021; Zbl 1471.91567) Full Text: DOI
Rehme, Michael F.; Pflüger, Dirk Stochastic collocation with hierarchical extended B-splines on sparse grids. (English) Zbl 1479.41010 Fasshauer, Gregory E. (ed.) et al., Approximation theory XVI. Proceedings of the international conference, Nashville, TN, USA, May 19–22, 2019. Cham: Springer. Springer Proc. Math. Stat. 336, 219-236 (2021). MSC: 41A15 PDFBibTeX XMLCite \textit{M. F. Rehme} and \textit{D. Pflüger}, Springer Proc. Math. Stat. 336, 219--236 (2021; Zbl 1479.41010) Full Text: DOI
Funahashi, Hideharu Replication scheme for the pricing of European options. (English) Zbl 1470.91275 Int. J. Theor. Appl. Finance 24, No. 3, Article ID 2150014, 37 p. (2021). Reviewer: George Stoica (Saint John) MSC: 91G20 PDFBibTeX XMLCite \textit{H. Funahashi}, Int. J. Theor. Appl. Finance 24, No. 3, Article ID 2150014, 37 p. (2021; Zbl 1470.91275) Full Text: DOI
Kofler, Andreas; Levajković, Tijana; Mena, Hermann; Ostermann, Alexander A splitting/polynomial chaos expansion approach for stochastic evolution equations. (English) Zbl 1470.60201 J. Evol. Equ. 21, No. 2, 1345-1381 (2021). MSC: 60H35 60H15 60H40 65J10 65M12 PDFBibTeX XMLCite \textit{A. Kofler} et al., J. Evol. Equ. 21, No. 2, 1345--1381 (2021; Zbl 1470.60201) Full Text: DOI arXiv
Fox, Jamie; Ökten, Giray Polynomial chaos as a control variate method. (English) Zbl 1512.65004 SIAM J. Sci. Comput. 43, No. 3, A2268-A2294 (2021). MSC: 65C05 91G60 PDFBibTeX XMLCite \textit{J. Fox} and \textit{G. Ökten}, SIAM J. Sci. Comput. 43, No. 3, A2268--A2294 (2021; Zbl 1512.65004) Full Text: DOI
Mukherjee, Arkaprava; Hikami, Shinobu Spectral form factor for time-dependent matrix model. (English) Zbl 1461.81101 J. High Energy Phys. 2021, No. 3, Paper No. 71, 36 p. (2021). MSC: 81T32 81Q10 81Q50 62P35 PDFBibTeX XMLCite \textit{A. Mukherjee} and \textit{S. Hikami}, J. High Energy Phys. 2021, No. 3, Paper No. 71, 36 p. (2021; Zbl 1461.81101) Full Text: DOI arXiv
Nualart, David; Song, Xiaoming; Zheng, Guangqu Spatial averages for the parabolic Anderson model driven by rough noise. (English) Zbl 1464.60019 ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 907-943 (2021). MSC: 60F05 60H15 60H07 60G15 PDFBibTeX XMLCite \textit{D. Nualart} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 18, No. 1, 907--943 (2021; Zbl 1464.60019) Full Text: arXiv Link
Pejman, Reza; Keshavarzzadeh, Vahid; Najafi, Ahmad R. Hybrid topology/shape optimization under uncertainty for actively-cooled nature-inspired microvascular composites. (English) Zbl 1506.74293 Comput. Methods Appl. Mech. Eng. 375, Article ID 113624, 27 p. (2021). MSC: 74P15 PDFBibTeX XMLCite \textit{R. Pejman} et al., Comput. Methods Appl. Mech. Eng. 375, Article ID 113624, 27 p. (2021; Zbl 1506.74293) Full Text: DOI
Zhang, Yu; Xu, Jun Efficient reliability analysis with a CDA-based dimension-reduction model and polynomial chaos expansion. (English) Zbl 1506.65018 Comput. Methods Appl. Mech. Eng. 373, Article ID 113467, 25 p. (2021). MSC: 65C20 62N05 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{J. Xu}, Comput. Methods Appl. Mech. Eng. 373, Article ID 113467, 25 p. (2021; Zbl 1506.65018) Full Text: DOI
Sun, Xiang; Choi, Jung-Il Non-intrusive reduced-order modeling for uncertainty quantification of space-time-dependent parameterized problems. (English) Zbl 1524.76230 Comput. Math. Appl. 87, 50-64 (2021). MSC: 76M10 65M60 76D05 65N99 35B30 76M22 PDFBibTeX XMLCite \textit{X. Sun} and \textit{J.-I. Choi}, Comput. Math. Appl. 87, 50--64 (2021; Zbl 1524.76230) Full Text: DOI
Jornet, Marc Modeling of Allee effect in biofilm formation via the stochastic bistable Allen-Cahn partial differential equation. (English) Zbl 1459.35413 Stochastic Anal. Appl. 39, No. 1, 22-32 (2021). MSC: 35R60 60H15 65C20 92D25 PDFBibTeX XMLCite \textit{M. Jornet}, Stochastic Anal. Appl. 39, No. 1, 22--32 (2021; Zbl 1459.35413) Full Text: DOI
Wang, Liqun; Chen, Zengtao; Yang, Guolai A polynomial chaos expansion approach for nonlinear dynamic systems with interval uncertainty. (English) Zbl 1517.37044 Nonlinear Dyn. 101, No. 4, 2489-2508 (2020). MSC: 37D45 34C28 70K55 PDFBibTeX XMLCite \textit{L. Wang} et al., Nonlinear Dyn. 101, No. 4, 2489--2508 (2020; Zbl 1517.37044) Full Text: DOI
Shang, Xiaobing; Ma, Ping; Chao, Tao; Yang, Ming A sequential experimental design for multivariate sensitivity analysis using polynomial chaos expansion. (English) Zbl 1523.62068 Eng. Optim. 52, No. 8, 1382-1400 (2020). MSC: 62L05 PDFBibTeX XMLCite \textit{X. Shang} et al., Eng. Optim. 52, No. 8, 1382--1400 (2020; Zbl 1523.62068) Full Text: DOI
Tipireddy, Ramakrishna; Barajas-Solano, David A.; Tartakovsky, Alexandre M. Conditional Karhunen-Loève expansion for uncertainty quantification and active learning in partial differential equation models. (English) Zbl 07506169 J. Comput. Phys. 418, Article ID 109604, 21 p. (2020). MSC: 76-XX 86-XX PDFBibTeX XMLCite \textit{R. Tipireddy} et al., J. Comput. Phys. 418, Article ID 109604, 21 p. (2020; Zbl 07506169) Full Text: DOI arXiv
Nath, Kamaljyoti; Dutta, Anjan; Hazra, Budhaditya Long duration response evaluation of linear structural system with random system properties using time dependent polynomial chaos. (English) Zbl 07506162 J. Comput. Phys. 418, Article ID 109596, 26 p. (2020). MSC: 74-XX 65-XX PDFBibTeX XMLCite \textit{K. Nath} et al., J. Comput. Phys. 418, Article ID 109596, 26 p. (2020; Zbl 07506162) Full Text: DOI
Tosin, Michel; Côrtes, Adriano M. A.; Cunha, Americo A tutorial on Sobol’ global sensitivity analysis applied to biological models. (English) Zbl 1481.92049 Da Silva, Fabrício Alves Barbosa (ed.) et al., Networks in systems biology. Applications for disease modeling. Translated contributions of the 3rd international course on theoretical and applied aspects of systems biology, Rio de Janeiro, Brazil 2019. Cham: Springer. Comput. Biol. 32, 93-118 (2020). MSC: 92C42 92D25 92D30 PDFBibTeX XMLCite \textit{M. Tosin} et al., Comput. Biol. 32, 93--118 (2020; Zbl 1481.92049) Full Text: DOI HAL
Egorov, Alexander An approximate formula for calculating the expectations of functionals from random processes based on using the Wiener chaos expansion. (English) Zbl 1469.65022 Monte Carlo Methods Appl. 26, No. 4, 285-292 (2020). MSC: 65C20 60H35 PDFBibTeX XMLCite \textit{A. Egorov}, Monte Carlo Methods Appl. 26, No. 4, 285--292 (2020; Zbl 1469.65022) Full Text: DOI
Dao, T. D.; Serra, Q.; Berger, S.; Florentin, E. Error estimation of polynomial chaos approximations in transient structural dynamics. (English) Zbl 07342677 Int. J. Comput. Methods 17, No. 10, Article ID 2050003, 23 p. (2020). MSC: 74-XX 82-XX PDFBibTeX XMLCite \textit{T. D. Dao} et al., Int. J. Comput. Methods 17, No. 10, Article ID 2050003, 23 p. (2020; Zbl 07342677) Full Text: DOI
Do, Duy Minh; Gao, Kang; Yang, Wei; Li, Chun-Qing Hybrid uncertainty analysis of functionally graded plates via multiple-imprecise-random-field modelling of uncertain material properties. (English) Zbl 1506.74179 Comput. Methods Appl. Mech. Eng. 368, Article ID 113116, 45 p. (2020). MSC: 74K20 74A40 PDFBibTeX XMLCite \textit{D. M. Do} et al., Comput. Methods Appl. Mech. Eng. 368, Article ID 113116, 45 p. (2020; Zbl 1506.74179) Full Text: DOI
Tarakanov, Alexadner; Elsheikh, Ahmed H. Optimal Bayesian experimental design for subsurface flow problems. (English) Zbl 1506.62354 Comput. Methods Appl. Mech. Eng. 370, Article ID 113208, 21 p. (2020). MSC: 62K05 62F15 65C20 PDFBibTeX XMLCite \textit{A. Tarakanov} and \textit{A. H. Elsheikh}, Comput. Methods Appl. Mech. Eng. 370, Article ID 113208, 21 p. (2020; Zbl 1506.62354) Full Text: DOI arXiv
Mathew, Tittu Varghese; Beex, Lars; Bordas, Stéphane P. A.; Natarajan, Sundararajan A stochastic Galerkin cell-based smoothed finite element method (SGCS-FEM). (English) Zbl 07336586 Int. J. Comput. Methods 17, No. 8, Article ID 1950054, 28 p. (2020). MSC: 74-XX 65-XX PDFBibTeX XMLCite \textit{T. V. Mathew} et al., Int. J. Comput. Methods 17, No. 8, Article ID 1950054, 28 p. (2020; Zbl 07336586) Full Text: DOI
Giordano, Luca M.; Jolis, Maria; Quer-Sardanyons, Lluís SPDEs with linear multiplicative fractional noise: continuity in law with respect to the Hurst index. (English) Zbl 1462.60003 Stochastic Processes Appl. 130, No. 12, 7396-7430 (2020). Reviewer: Anna Karczewska (Zielona Gora) MSC: 60B10 60H07 60H15 60G22 60H40 PDFBibTeX XMLCite \textit{L. M. Giordano} et al., Stochastic Processes Appl. 130, No. 12, 7396--7430 (2020; Zbl 1462.60003) Full Text: DOI arXiv
Lototsky, S. V.; Rozovsky, B. L. Classical and generalized solutions of fractional stochastic differential equations. (English) Zbl 1461.60049 Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 4, 761-786 (2020). Reviewer: Martin Ondreját (Praha) MSC: 60H15 60H10 60H40 34A08 PDFBibTeX XMLCite \textit{S. V. Lototsky} and \textit{B. L. Rozovsky}, Stoch. Partial Differ. Equ., Anal. Comput. 8, No. 4, 761--786 (2020; Zbl 1461.60049) Full Text: DOI arXiv
Bourgey, Florian; Gobet, Emmanuel; Rey, Clément Metamodel of a large credit risk portfolio in the Gaussian copula model. (English) Zbl 1455.91272 SIAM J. Financ. Math. 11, No. 4, 1098-1136 (2020). Reviewer: Nikolay Kyurkchiev (Plovdiv) MSC: 91G60 65C05 91G40 91G10 41A10 PDFBibTeX XMLCite \textit{F. Bourgey} et al., SIAM J. Financ. Math. 11, No. 4, 1098--1136 (2020; Zbl 1455.91272) Full Text: DOI
Sang, Liheng; Chen, Zhenlong; Hao, Xiaozhen Smoothness for the renormalized self-intersection local time of bifractional Brownian motion. (Chinese. English summary) Zbl 1463.60099 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 3, 796-810 (2020). MSC: 60J55 60G22 PDFBibTeX XMLCite \textit{L. Sang} et al., Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 3, 796--810 (2020; Zbl 1463.60099)
Hijazi, Saddam; Stabile, Giovanni; Mola, Andrea; Rozza, Gianluigi Non-intrusive polynomial chaos method applied to full-order and reduced problems in computational fluid dynamics: a comparison and perspectives. (English) Zbl 1455.62159 D’Elia, Marta (ed.) et al., Quantification of uncertainty: improving efficiency and technology. QUIET. Selected contributions based on the presentations at the international workshop, Trieste, Italy, July 18–21, 2017. Cham: Springer. Lect. Notes Comput. Sci. Eng. 137, 217-240 (2020). MSC: 62L20 62P35 65M75 76D06 35Q30 PDFBibTeX XMLCite \textit{S. Hijazi} et al., Lect. Notes Comput. Sci. Eng. 137, 217--240 (2020; Zbl 1455.62159) Full Text: DOI arXiv
Ahbe, Eva; Iannelli, Andrea; Smith, Roy S. Region of attraction analysis of nonlinear stochastic systems using polynomial chaos expansion. (English) Zbl 1451.93407 Automatica 122, Article ID 109187, 10 p. (2020). MSC: 93E15 93C10 PDFBibTeX XMLCite \textit{E. Ahbe} et al., Automatica 122, Article ID 109187, 10 p. (2020; Zbl 1451.93407) Full Text: DOI arXiv