Simulation of stochastic systems via polynomial chaos expansions and convex optimization
نویسندگان
چکیده
منابع مشابه
Simulation of stochastic systems via polynomial chaos expansions and convex optimization
Polynomial chaos expansions represent a powerful tool to simulate stochastic models of dynamical systems. Yet, deriving the expansion's coefficients for complex systems might require a significant and nontrivial manipulation of the model, or the computation of large numbers of simulation runs, rendering the approach too time consuming and impracticable for applications with more than a handful ...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 2012
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.86.036702