Gesellschaft für Informatik e.V.

Lecture Notes in Informatics

Informatik 2014 P-232, 2413-2424 (2014).

Gesellschaft für Informatik, Bonn

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Comparison of numerical methods in uncertainty quantification

Ionut-Gabriel Farcas


This paper presents and compares the results obtained using several methods for Stochastic Computations, used in Uncertainty Quantification. We practically present the methods using a simple ODE model. The focus is on both intrusive and non-intrusive methods, namely the Monte Carlo method, along with methods based on generalized polynomial $chaos(gPC)$ methodology. Moreover, we asses the obtained results by comparing them with the analytical solution of the system.

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Gesellschaft für Informatik, Bonn
ISBN 978-3-88579-626-8

Last changed 18.11.2014 21:19:35