Adaptive weighted least-squares polynomial chaos expansion with basis adaptivity and sequential adaptive sampling

DOI10.1016/J.CMA.2019.112759zbMATH Open1441.60006OpenAlexW2994913409WikidataQ126534964 ScholiaQ126534964MaRDI QIDQ2175295FDOQ2175295

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

Publication date: 29 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.2019.112759

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zbMATH Keywords

uncertainty quantificationbasis adaptivityweighted least-squaresadaptive polynomial chaos expansionsequential adaptive sampling

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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Cited In (11)

• A hybrid sequential sampling strategy for sparse polynomial chaos expansion based on compressive sampling and Bayesian experimental design
• On the use of sparse Bayesian learning-based polynomial chaos expansion for global reliability sensitivity analysis
• CFD-based shape optimization under uncertainties using the adjoint-assisted polynomial chaos expansion and projected derivatives
• Adaptive sparse polynomial chaos expansion based on least angle regression
• A novel sparse polynomial chaos expansion technique with high adaptiveness for surrogate modelling
• Adaboost-based ensemble of polynomial chaos expansion with adaptive sampling
• A moment quadrature method for uncertainty quantification of three-dimensional crack propagation via extremely few model runs
• Physics-informed polynomial chaos expansions
• A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos -- capturing all scales of random modes on independent grids
• Classifier-based adaptive polynomial chaos expansion for high-dimensional uncertainty quantification
• Variance-based adaptive sequential sampling for polynomial chaos expansion

Uses Software

• UQLab

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