Grid and basis adaptive polynomial chaos techniques for sensitivity and uncertainty analysis

DOI10.1016/J.JCP.2013.12.025zbMATH Open1349.65027OpenAlexW2072640958MaRDI QIDQ348759FDOQ348759

Authors: Zoltán Perkó, Luca Gilli, Danny Lathouwers, Jan Leen Kloosterman 

Publication date: 5 December 2016

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2013.12.025

Recommendations

• Accelerated basis adaptation in homogeneous chaos spaces
• Adaptive sparse polynomial chaos expansion based on least angle regression
• Basis adaptive sample efficient polynomial chaos (BASE-PC)
• Bayesian sparse polynomial chaos expansion for global sensitivity analysis
• Sparse polynomial chaos expansions and adaptive stochastic finite elements using a regression approach

zbMATH Keywords

sensitivity analysisuncertainty quantificationpolynomial chaos expansiongeneralized polynomial chaosadaptive sparse gridsbasis adaptivity

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cites Work

• Numerical integration using sparse grids
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Dimension-adaptive tensor-product quadrature
• An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
• High dimensional integration of smooth functions over cubes
• Title not available (Why is that?)
• Spectral Methods for Uncertainty Quantification
• Title not available (Why is that?)
• Title not available (Why is that?)
• Modeling uncertainty in flow simulations via generalized polynomial chaos.
• On the Smolyak cubature error for analytic functions
• Beyond Wiener-Askey expansions: handling arbitrary PDFs
• Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients
• An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
• The multi-element probabilistic collocation method (ME-PCM): Error analysis and applications
• A stochastic projection method for fluid flow. II: Random process
• A stochastic projection method for fluid flow. I: Basic formulation
• Uncertainty propagation using Wiener-Haar expansions
• Adaptive sparse polynomial chaos expansion based on least angle regression
• Sparse high order FEM for elliptic sPDEs
• Simple cubature formulas with high polynomial exactness
• Adaptive Generalized Polynomial Chaos for Nonlinear Random Oscillators
• Multi-resolution analysis of Wiener-type uncertainty propagation schemes
• Multi-element probabilistic collocation method in high dimensions

Cited In (20)

• Sparse polynomial chaos expansions: literature survey and benchmark
• Extreme value oriented random field discretization based on an hybrid polynomial chaos expansion -- Kriging approach
• Convergence Analysis and Adaptive Order Selection for the Polynomial Chaos Approach to Direct Optimal Control under Uncertainties
• Multigroup-like MC resolution of generalised polynomial chaos reduced models of the uncertain linear Boltzmann equation (+discussion on hybrid intrusive/non-intrusive uncertainty propagation)
• On the capabilities of the polynomial chaos expansion method within SFE analysis -- an overview
• Accelerated basis adaptation in homogeneous chaos spaces
• On the parametric uncertainty quantification of the Rothermel's rate of spread model
• A nonintrusive reduced order modelling approach using proper orthogonal decomposition and locally adaptive sparse grids
• On the use of derivatives in the polynomial chaos based global sensitivity and uncertainty analysis applied to the distributed parameter models
• Basis adaptive sample efficient polynomial chaos (BASE-PC)
• Sensitivity analysis and variance reduction in a stochastic non-destructive testing problem
• The estimation of functional uncertainty using polynomial chaos and adjoint equations
• A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos -- capturing all scales of random modes on independent grids
• An efficient adaptive forward-backward selection method for sparse polynomial chaos expansion
• Efficient aerodynamic analysis and optimization under uncertainty using multi-fidelity polynomial chaos-Kriging surrogate model
• Classifier-based adaptive polynomial chaos expansion for high-dimensional uncertainty quantification
• Variance-based adaptive sequential sampling for polynomial chaos expansion
• Adaptive weighted least-squares polynomial chaos expansion with basis adaptivity and sequential adaptive sampling
• Sequential Stochastic Response Surface Method Using Moving Least Squares-Based Sparse Grid Scheme for Efficient Reliability Analysis
• Nonintrusive uncertainty analysis of fluid-structure interaction with spatially adaptive sparse grids and polynomial chaos expansion

Uses Software

• Matlab

This page was built for publication: Grid and basis adaptive polynomial chaos techniques for sensitivity and uncertainty analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q348759)