Identification of high-dimension polynomial chaos expansions of tensor-valued random fields from limited observed responses of boundary value problems

Christian Soize (1)

1 MSME - Laboratoire de Modélisation et Simulation Multi Echelle

This paper is devoted to the identification of high-dimension polynomial chaos expansions with random coefficients for non-Gaussian tensor-valued random fields using partial and limited experimental data made up of an observation vector which is the response of a stochastic boundary value problem depending on the tensor-valued random field which has to be identified. So an inverse stochastic problem has to be solved to carry out the identification of the random field.

Mots clés: uncertainty quantification; statistical inverse problem; polynomial Chaos expansion; random field; high stochastic dimension

Domaines: Mécanique [physics.med-ph]; Probabilités [math.PR]; Statistiques [math.ST]

Christian Soize. Identification of high-dimension polynomial chaos expansions of tensor-valued random fields from limited observed responses of boundary value problems. (Keynote Lecture) ECCOMAS Conference on Computational Mechanics, Solids, Structures and Coupled Problems in Engineering (ECCM-2010), May 2010, Paris, France. ⟨hal-00699799⟩