Uncertainty quantification (UQ) is increasingly critical for modelling complex systems in which input parameters or environmental conditions vary unpredictably. Polynomial chaos methods offer a ...

This is a preview. Log in through your library . Abstract In this paper, Bernstein polynomials method (BPM) and their operational matrices are adopted to obtain approximate analytical solutions of ...

We discuss the application of orthogonal polynomials to the estimation of probability density functions, particularly with regard to accessing features of a portfolio's profit/loss distribution. Such ...