A new non-intrusive polynomial chaos using higher order sensitivities

DOI10.1016/j.cma.2017.09.024zbMath1439.65009OpenAlexW2761503845MaRDI QIDQ2310152

Mishal Thapa, Robert W. Walters, Sameer B. Mulani

Publication date: 6 April 2020

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2017.09.024

zbMATH Keywords

uncertainty quantificationpolynomial chaos expansionfinite-difference sensitivityhigher order sensitivitiesmulti-indices

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (9)

Multi-level multi-fidelity sparse polynomial chaos expansion based on Gaussian process regression ⋮ Adaptive weighted least-squares polynomial chaos expansion with basis adaptivity and sequential adaptive sampling ⋮ Stochastic dynamic analysis of composite plates in thermal environments using nonlinear autoregressive model with exogenous input in polynomial chaos expansion surrogate ⋮ Classifier-based adaptive polynomial chaos expansion for high-dimensional uncertainty quantification ⋮ Regression-based sparse polynomial chaos for uncertainty quantification of subsurface flow models ⋮ A non-intrusive B-splines Bézier elements-based method for uncertainty propagation ⋮ A hybrid sequential sampling strategy for sparse polynomial chaos expansion based on compressive sampling and Bayesian experimental design ⋮ Adaboost-based ensemble of polynomial chaos expansion with adaptive sampling ⋮ Stochastic modelling of nanofluids using the fast boundary-domain integral method

Uses Software

• OPQ

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Application of the polynomial chaos expansion to the simulation of chemical reactors with uncertainties
• Topology optimization of continuum structures under uncertainty - A polynomial chaos approach
• Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing
• Adaptive sparse polynomial chaos expansion based on least angle regression
• A new surrogate modeling technique combining Kriging and polynomial chaos expansions - application to uncertainty analysis in computational dosimetry
• Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
• Application of polynomial chaos in stability and control
• A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations
• Numerical integration using sparse grids
• Higher order sensitivities in structural static design
• Stochastic approaches to uncertainty quantification in CFD simulations
• A stochastic projection method for fluid flow. II: Random process
• Modeling uncertainty in flow simulations via generalized polynomial chaos.
• Gradient based design optimization under uncertainty via stochastic expansion methods
• High-order statistics in global sensitivity analysis: decomposition and model reduction
• An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• Polynomial Chaos in Stochastic Finite Elements
• Stochastic finite element: a non intrusive approach by regression
• Discrete shape sensitivity equations for aerodynamic problems
• Using Complex Variables to Estimate Derivatives of Real Functions
• An Efficient Sampling Method for Regression-Based Polynomial Chaos Expansion
• Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
• On the performance of discrete adjoint CFD codes using automatic differentiation
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• AN OPTIMAL SAMPLING RULE FOR NONINTRUSIVE POLYNOMIAL CHAOS EXPANSIONS OF EXPENSIVE MODELS
• The complex-step derivative approximation
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• A stochastic projection method for fluid flow. I: Basic formulation

This page was built for publication: A new non-intrusive polynomial chaos using higher order sensitivities