Uncertainty quantification and global sensitivity analysis of complex chemical process using a generalized polynomial chaos approach

Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

I. M. Sobol · Mathematics and Computers in Simulation · 2001 · 5.8K citations

Parameter Estimation, Engineering, Robust Statistic +8

The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

Dongbin Xiu, George Em Karniadakis · SIAM Journal on Scientific Computing · 2002 · 4.7K citations

Numerical Analysis, Engineering, Orthogonal Polynomials +10

The Homogeneous Chaos

Norbert Wiener · American Journal of Mathematics · 1938 · 3K citations

Chaos Theory, Entropy, High-dimensional Chaos +2

Monte Carlo and quasi-Monte Carlo methods

Russel E. Caflisch · Acta Numerica · 1998 · 1.7K citations

Numerical Analysis, Engineering, Monte Carlo +12

Monte Carlo Strategies in Scientific Computing

Tim Hesterberg · Technometrics · 2002 · 1.4K citations

Computational Science, Engineering, Monte-carlo Modelling +10