A spline chaos expansion
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Publication:4960982
DOI10.1137/19M1239702zbMATH Open1436.41009arXiv1911.03568OpenAlexW2999995295WikidataQ126389667 ScholiaQ126389667MaRDI QIDQ4960982FDOQ4960982
Authors: Sharif Rahman 
Publication date: 24 April 2020
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Abstract: A spline chaos expansion, referred to as SCE, is introduced for uncertainty quantification analysis. The expansion provides a means for representing an output random variable of interest with respect to multivariate orthonormal basis splines (B-splines) in input random variables. The multivariate B-splines are built from a whitening transformation to generate univariate orthonormal B-splines in each coordinate direction, followed by a tensor-product structure to produce the multivariate version. SCE, as it stems from compactly supported B-splines, tackles locally prominent responses more effectively than the polynomial chaos expansion (PCE). The approximation quality of the expansion is demonstrated in terms of the modulus of smoothness of the output function, leading to the mean-square convergence of SCE to the correct limit. Analytical formulae are proposed to calculate the mean and variance of an SCE approximation for a general output variable in terms of the requisite expansion coefficients. Numerical results indicate that a low-order SCE approximation with an adequate mesh is markedly more accurate than a high-order PCE approximation in estimating the output variances and probability distributions of oscillatory, nonsmooth, and nearly discontinuous functions.
Full work available at URL: https://arxiv.org/abs/1911.03568
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Cited In (9)
- Uncertainty quantification by optimal spline dimensional decomposition
- Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method
- Practical uncertainty quantification analysis involving statistically dependent random variables
- An adaptive wavelet optimized finite difference B-spline polynomial chaos method for random partial differential equations
- An efficient reduced‐order method for stochastic eigenvalue analysis
- A matrix-free isogeometric Galerkin method for Karhunen-Loève approximation of random fields using tensor product splines, tensor contraction and interpolation based quadrature
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- A spectral surrogate model for stochastic simulators computed from trajectory samples
- A Spline Dimensional Decomposition for Uncertainty Quantification in High Dimensions
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