Abstract
In this paper we compare an intrusive with an non-intrusive method for computing Polynomial Chaos expansions. The main disadvantage of the nonintrusive method, the high number of function evaluations, is eliminated by a special Adaptive Gauss-Quadrature method. A detailed efficiency and accuracy analysis is performed for the new algorithm. The Polynomial Chaos expansion is applied to a practical problem in the field of stochastic Finite Elements.
Original language | English |
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Title of host publication | From Nano to Space |
Subtitle of host publication | Applied Mathematics Inspired by Roland Bulirsch |
Publisher | Springer Berlin Heidelberg |
Pages | 161-174 |
Number of pages | 14 |
ISBN (Print) | 9783540742371 |
DOIs | |
State | Published - 2008 |
Keywords
- 41A10
- 60Gxx
- 65Cxx
- MSC