Uncertainty propagation of p-boxes using sparse polynomial chaos expansions
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Publication:1685655
DOI10.1016/J.JCP.2017.03.021zbMATH Open1375.82111arXiv1608.05565OpenAlexW2517755966MaRDI QIDQ1685655FDOQ1685655
Publication date: 14 December 2017
Published in: Journal of Computational Physics (Search for Journal in Brave)
Abstract: In modern engineering, physical processes are modelled and analysed using advanced computer simulations, such as finite element models. Furthermore, concepts of reliability analysis and robust design are becoming popular, hence, making efficient quantification and propagation of uncertainties an important aspect. In this context, a typical workflow includes the characterization of the uncertainty in the input variables. In this paper, input variables are modelled by probability-boxes (p-boxes), accounting for both aleatory and epistemic uncertainty. The propagation of p-boxes leads to p-boxes of the output of the computational model. A two-level meta-modelling approach is proposed using non-intrusive sparse polynomial chaos expansions to surrogate the exact computational model and, hence, to facilitate the uncertainty quantification analysis. The capabilities of the proposed approach are illustrated through applications using a benchmark analytical function and two realistic engineering problem settings. They show that the proposed two-level approach allows for an accurate estimation of the statistics of the response quantity of interest using a small number of evaluations of the exact computational model. This is crucial in cases where the computational costs are dominated by the runs of high-fidelity computational models.
Full work available at URL: https://arxiv.org/abs/1608.05565
uncertainty quantificationsurrogate modelsuncertainty propagationsparse polynomial chaos expansionsnon-intrusive methodsprobability-boxes
Statistical aspects of information-theoretic topics (62B10) Statistical mechanics of plasmas (82D10)
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