Spectral representation of stochastic field data using sparse polynomial chaos expansions

DOI10.1016/j.jcp.2018.04.025zbMath1415.65025OpenAlexW2797263970MaRDI QIDQ2424508

Panagiotis Tsirikoglou, Ghader Ghorbaniasl, Chris Lacor, Simon Abraham, Francesco Contino, João M. Miranda

Publication date: 25 June 2019

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2018.04.025

zbMATH Keywords

proper orthogonal decompositionuncertainty quantificationstepwise regressionreduced order modelsparse polynomial chaos expansionscoarse discretization analysis

Mathematics Subject Classification ID

Related Items (7)

Efficient uncertainty quantification of stochastic problems in CFD by combination of compressed sensing and POD-kriging ⋮ Global sensitivity analysis for multivariate outputs using polynomial chaos-based surrogate models ⋮ Stochastic field representation using bi-fidelity combination of proper orthogonal decomposition and kriging ⋮ Optimal sparse polynomial chaos expansion for arbitrary probability distribution and its application on global sensitivity analysis ⋮ A spectral surrogate model for stochastic simulators computed from trajectory samples ⋮ Non-intrusive framework of reduced-order modeling based on proper orthogonal decomposition and polynomial chaos expansion ⋮ Efficient uncertainty quantification of CFD problems by combination of proper orthogonal decomposition and compressed sensing

Uses Software

• ARPACK
• Spalart-Allmaras

Cites Work

• Karhunen-Loève expansion revisited for vector-valued random fields: scaling, errors and optimal basis.
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• Some basic hypergeometric orthogonal polynomials that generalize Jacobi polynomials
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• ARPACK Users' Guide
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

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