A multi-element non-intrusive polynomial chaos method using agglomerative clustering based on the derivatives to study irregular and discontinuous quantities of interest

DOI10.1016/J.JCP.2022.111763MaRDI QIDQ2106992zbMATH OpenOpenAlexFDO

Authors Nicolas Vauchel, Eric Garnier, T. Gomez

Publication date 29 November 2022

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jcp.2022.111763

zbMATH Keywords

machine learninguncertainty quantificationmulti-element polynomial chaos

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Approximations and expansions (41Axx) Probabilistic methods, stochastic differential equations (65Cxx)

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Cites work

• scientific article; zbMATH DE number 3178089 (Why is no real title available?)
• scientific article; zbMATH DE number 5044791 (Why is no real title available?)
• scientific article; zbMATH DE number 3321507 (Why is no real title available?)
• Adaptive sparse polynomial chaos expansion based on least angle regression
• An adaptive minimum spanning tree multielement method for uncertainty quantification of smooth and discontinuous responses
• An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
• Constructing least-squares polynomial approximations
• Dimensionality reduction for complex models via Bayesian compressive sensing
• Efficient collocational approach for parametric uncertainty analysis
• Fast numerical methods for stochastic computations: a review
• Greedy function approximation: A gradient boosting machine.
• High-Order Collocation Methods for Differential Equations with Random Inputs
• Minimal multi-element stochastic collocation for uncertainty quantification of discontinuous functions
• On the distribution of points in a cube and the approximate evaluation of integrals
• Polynomial Fitting for Edge Detection in Irregularly Sampled Signals and Images
• Remark on algorithm 659
• Remarks on a Multivariate Transformation
• Scikit-learn: machine learning in Python
• Stochastic collocation methods on unstructured grids in high dimensions via interpolation
• Stochastic finite element: a non intrusive approach by regression
• The Homogeneous Chaos
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
• Uncertainty quantification given discontinuous model response and a limited number of model runs

Describes a project that uses

Uses Software

• Adam
• TESTPACK
• Scikit

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