UQ Workshop

Engineering at Illinois Engineering at Illinois

Reading List on Uncertainty Quantification and Stochastic Modeling

Lecture Materials for Workshop
Tutorials
  • L. M. Arriola and J. M. Hyman, Being sensitive to uncertainty, Comput. Sci. Engrg. 9(2):10-20, 2007.
  • G. Lin, X. Wan, C.-H. Su, and G. E. Karniadakis, Stochastic computational fluid dynamics, Comput. Sci. Engrg. 9(2):21-29, 2007.
  • D. M. Tartakovsky and D. B. Xiu, Stochastic modeling of complex systems, Comput. Sci. Engrg. 9(2):8-9, 2007.
  • N. Zabaras and S. Sankaran, An information-theoretic approach to stochastic materials modeling, Comput. Sci. Engrg. 9(2):30-39, 2007
Research Papers and Monographs
  • S. Acharjee and N. Zabaras, A non-intrusive stochastic Galerkin approach for modeling uncertainty propagation in deformation processes, Computers and Structures, 85:244-254, 2007.
  • S. Acharjee and N. Zabaras, Uncertainty propagation in finite deformations – A spectral stochastic Lagrangian approach, Comput. Meth. Appl. Mech. Engrg., 195:2289-2312, 2006.
  • L. A. Bergman, B. F. Spencer, and S. F. Wojtkiewicz, A state-of-the-art report on computational stochastic mechanics, Probabilistic Engrg. Mech., 12(4):197-321, 1997.
  • R. H. Cameron and W. T. Martin, The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals, Ann. Math., 48:385-392, 1947.
  • B. J. Debusschere, H. N. Najm, P. P. Pebay, O. M. Knio, R. G. Ghanem, and O. P. Le Maitre, Numerical challenges in the use of polymomial chaos representations for stochastic processes, SIAM J. Sci. Comput., 26:698-719, 2004.
  • B. DeVolder, J. Glimm, Y. Kang, Y. Lee, K. Pao, D. H. Sharp and K. Ye, Uncertainty quantification for multiscale simulations, J. Fluids Engrg., 124:29-41, 2002.
  • R. G. Ghanem, Ingredients for a general purpose stochastic finite elements formulation, Comput. Meth. Appl. Mech. Engrg., 168:19-34, 1999.
  • R. G. Ghanem and P. Spanos, Stochastic Finite Elements: A Spectral Approach, Springer, 1991 (Dover reprint, 2002).
  • R. G. Ghanem and S. F. Wojtkiewicz, editors, Special Issue on uncertainty quantification, SIAM J. Sci. Comput. 26(2):359-735, 2004.
  • J. Glimm and D. H. Sharp, Stochastic methods for the prediction of complex multiscale phenomena, Q. Appl. Math., 56:741-765, 1998.
  • J. Glimm and D. H. Sharp, Prediction and the quantification of uncertainty, Physica D, 133: 152-170, 1999.
  • I. Hlavacek, J. Chleboun, and I. Babuska, Uncertain Input Data Problems and the Worst Scenario Method, Elsevier, 2004.
  • J. Oakley and A. O'Hagan, Bayesian inference for the uncertainty distribution of computer model outputs, Biometrika 89:769-784, 2002.
  • W. L. Oberkampf, J. C. Helton, C. A. Joslyn, S. F. Wojtkiewicz, and S. Ferson, Uncertainty in system response given uncertain parameters, Reliability Engineering and System Safety 85:11-19, 2004.
  • W. L. Oberkampf, T. G. Trucano and C. Hirsch, Verification, validation, and predictive capability in computational engineering and physics, Appl. Mech. Rev., 57:345-384, 2004.
  • M. T. Reagan, H. N. Najm, P. P. Pebay, O. M. Knio and R. G. Ghanem, Quantifying uncertainty in chemical systems modeling, Internat. J. Chem. Kinetics, 37:368-386, 2005.
  • W. Schoutens, Stochastic Processes and Orthogonal Polynomials, Springer, 2000.
  • C. Soize and R. Ghanem, Physical systems with random uncertainties: Chaos representations with arbitrary probability measure, SIAM J. Sci. Comput. 26:395-410, 2004.
  • D. B. Xiu and G. E. Karniadakis, The Wiener-Askey polynomial chaos for stochastic differential equations, SIAM J. Sci. Comput. 24:619-644, 2002.
  • D. B. Xiu and G. E. Karniadakis, Modeling uncertainty in flow simulations via generalized polynomial chaos, J. Comput. Physics, 187:137-167, 2003.
  • D. B. Xiu, C.-H. Lucor and G. E. Karniadakis, Stochastic modeling of flow-structure interactions using generalized polynomial chaos, J. Fluids Engrg. 124:51-59, 2002.
  • X. Wan and G. E. Karniadakis, An adaptive multi-element generalized polynomial chaos method for stochastic differential equations, J. Comput. Phys. 209:617-642, 2005.
  • X. Wan and G. E. Karniadakis, Beyond Wiener-Askey expansions: handling arbitrary PDFs, SIAM J. Sci. Comput. 28:455-464, 2006.
  • X. Wan and G. E. Karniadakis, Multi-element generalized polynomial chaos for arbitrary probability measures, SIAM J. Sci. Comput. 28:901-928, 2006.
  • J. Wang and N. Zabaras, Hierarchical Bayesian models for inverse problems in heat conduction, Inverse Problems 21:183-206, 2005.
  • N. S. Wiener, The homogeneous chaos, Amer. J. Math., 60:897-936, 1938.
Software