Nonintrusive Polynomial Chaos Expansions for Sensitivity Analysis in Stochastic Differential Equations

Mathematics

• Polynomial 100%
• Stochastic Differential Equation 100%
• Variance Decomposition 50%
• Stochastics 50%
• Projection Method 25%
• Variance 25%
• Numerical Example 25%

Engineering

• Stochastic Differential 100%
• Numerical Example 33%
• Joints (Structural Components) 33%
• Supports 33%
• Illustrates 33%
• Computational Complexity 33%

Keyphrases

• Hybrid Polynomials 33%
• Variance Decomposition Analysis 33%
• Variance Sensitivity 33%