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POD-PCE (Non-Intrusive PCE)

Open ChrisRackauckas opened this issue 3 years ago • 1 comments

https://arxiv.org/abs/1903.10202

ChrisRackauckas avatar May 27 '22 14:05 ChrisRackauckas

Remarkably good review for everything around non-intrusive PCE:

https://arc.aiaa.org/doi/abs/10.2514/6.2009-2274

Almost everything todo with generating a polynomial basis and numerical integration is supported by PolyChaos.jl but what is really missing is a good API that makes it easily applied in the context of UQ via PCE.

FHoltorf avatar May 27 '22 14:05 FHoltorf