1MSME - Laboratoire de Modélisation et Simulation Multi Echelle (Université Paris-Est, 5 Bd Descartes, 77454 Marne-la-Vallée, Cedex 2
Université Paris-Est Créteil Val de Marne (UPEC) Faculté des Sciences et Technologie - Equipe de Biomécanique
61 avenue du général de Gaulle 94010 Créteil Cedex - France)
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.
https://hal-upec-upem.archives-ouvertes.fr/hal-00701619 Contributor : Christian SoizeConnect 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
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⟩