Identification and prediction of stochastic dynamical systems in a polynomial chaos basis

DOI10.1016/J.CMA.2004.05.031MaRDI QIDQ817364zbMATH OpenOpenAlexFDO

Authors Manuel Pellissetti, Raymond Wolfe, R. G. Ghanem, S. F. Masri

Publication date 8 March 2006

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.2004.05.031

zbMATH Keywords

multi-dimensional Chebychev polynomials

Mathematics Subject Classification ID

System identification (93B30) Random vibrations in mechanics of particles and systems (70L05) Computational methods for problems pertaining to mechanics of particles and systems (70-08)

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Cites work

• scientific article; zbMATH DE number 46301 (Why is no real title available?)
• scientific article; zbMATH DE number 1262778 (Why is no real title available?)
• A Nonparametric Identification Technique for Nonlinear Dynamic Problems
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals

Cited in

(15)

• Nonparametric probabilistic approach of uncertainties for elliptic boundary value problem
• Identification of discontinuous nonlinear systems via a multivariate Padé approach
• An interval uncertainty propagation method using polynomial chaos expansion and its application in complicated multibody dynamic systems
• Polynomial chaos for the approximation of uncertainties: Chances and limits
• Identification of high-dimension polynomial chaos expansions with random coefficients for non-Gaussian tensor-valued random fields using partial and limited experimental data
• A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
• Surrogate Models for Oscillatory Systems Using Sparse Polynomial Chaos Expansions and Stochastic Time Warping
• Numerical procedures for random differential equations
• The use of polynomial chaos for parameter identification from measurements in nonlinear dynamical systems
• Fluctuation analysis of stochastic gradient identification of polynomial Wiener systems
• On the construction and analysis of stochastic models: characterization and propagation of the errors associated with limited data
• Efficient stochastic structural analysis using Guyan reduction
• Multivariate polynomial regression for identification of chaotic time series
• Efficient computation of unsteady flow in complex river systems with uncertain inputs
• Stochastic quantification of missing mechanisms in dynamical systems

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