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Identification of polynomial chaos representations in high dimension

G. Perrin 1, 2, 3 Denis Duhamel 2, 4 Christian Soize 1 C. Fünfschilling 3 
1 MSME - Laboratoire de Modélisation et Simulation Multi Echelle
2 navier umr 8205 - Laboratoire Navier
3 SNCF - Direction de l'Innovation et de la Recherche
4 Dynamique des structures et identification
navier umr 8205 - Laboratoire Navier
Abstract : The usual identification methods of polynomial chaos expansions in high dimension are based on the use of a series of truncations that induce numerical bias. We first quantify the detrimental influence of this numerical bias, we then propose a new decomposition of the polynomial chaos coefficients to allow performing relevant convergence analysis and identification with respect to an arbitrary measure for the high dimension case.
Mots-clés : uncertainty quantification
Document type :
Conference papers
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https://hal-upec-upem.archives-ouvertes.fr/hal-00701619
Contributor : Christian Soize Connect in order to contact the contributor
Submitted on : Friday, May 25, 2012 - 4:51:11 PM
Last modification on : Saturday, January 15, 2022 - 3:51:06 AM

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  • HAL Id : hal-00701619, version 1

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ENPC | UPEC-UPEM | CNRS | UNIV-MLV | UR-NAVIER | NAVIER-DYNAMIQUE | INSMI | PARISTECH | MSME | MULTI-ECHELLE | CV_MSME | MSME_MECA | UPEC | IFSTTAR | ANR

Citation

G. Perrin, Denis Duhamel, Christian Soize, C. Fünfschilling. Identification of polynomial chaos representations in high dimension. SIAM Conference on Uncertainty Quantification, Apr 2012, Raleigh, North Carolina, United States. pp.1. ⟨hal-00701619⟩

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