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An equation-free, multiscale approach to uncertainty quantification

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3 Author(s)

The authors' equation- and Galerkin-free computational approach to uncertainty quantification for dynamical systems conducts UQ computations using short bursts of appropriately initialized ensembles of simulations. Their basic procedure estimates the quantities arising in stochastic Galerkin computations.

Published in:

Computing in Science & Engineering  (Volume:7 ,  Issue: 3 )