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Combining Polynomial Chaos Expansions and the Random Variable Transformation Technique to Approximate the Density Function of Stochastic Problems, Including Some Epidemiological Models

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Combining Polynomial Chaos Expansions and the Random Variable Transformation Technique to Approximate the Density Function of Stochastic Problems, Including Some Epidemiological Models

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Calatayud-Gregori, J.; Chen-Charpentier, BM.; Cortés, J.; Jornet-Sanz, M. (2019). Combining Polynomial Chaos Expansions and the Random Variable Transformation Technique to Approximate the Density Function of Stochastic Problems, Including Some Epidemiological Models. Symmetry (Basel). 11(1):1-28. https://doi.org/10.3390/sym11010043

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/140420

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Título: Combining Polynomial Chaos Expansions and the Random Variable Transformation Technique to Approximate the Density Function of Stochastic Problems, Including Some Epidemiological Models
Autor: Calatayud-Gregori, Julia Chen-Charpentier, Benito M. Cortés, J.C. Jornet-Sanz, Marc
Entidad UPV: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Fecha difusión:
Resumen:
[EN] In this paper, we deal with computational uncertainty quantification for stochastic models with one random input parameter. The goal of the paper is twofold: First, to approximate the set of probability density functions ...[+]
Palabras clave: Uncertainty quantification , Epidemiological stochastic model , Probability density function , Generalized polynomial chaos , Random variable transformation technique
Derechos de uso: Reconocimiento (by)
Fuente:
Symmetry (Basel). (eissn: 2073-8994 )
DOI: 10.3390/sym11010043
Editorial:
MDPI AG
Versión del editor: https://doi.org/10.3390/sym11010043
Código del Proyecto:
info:eu-repo/grantAgreement/AEI/Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016/MTM2017-89664-P/ES/PROBLEMAS DINAMICOS CON INCERTIDUMBRE SIMULABLE: MODELIZACION MATEMATICA, ANALISIS, COMPUTACION Y APLICACIONES/
Agradecimientos:
This work has been supported by the Spanish Ministerio de Economia y Competitividad grant MTM2017-89664-P. The author Marc Jornet acknowledges the doctorate scholarship granted by Programa de Ayudas de Investigacion y ...[+]
Tipo: Artículo

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