Skip to Main content Skip to Navigation
Conference papers

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
Complete list of metadatas
https://hal-upec-upem.archives-ouvertes.fr/hal-00701619
Contributor : Christian Soize <>
Submitted on : Friday, May 25, 2012 - 4:51:11 PM
Last modification on : Friday, July 17, 2020 - 5:09:09 PM

Identifiers

  • HAL Id : hal-00701619, version 1

Collections

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

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⟩

Export

BibTeX TEI DC DCterms EndNote

Share

Metrics

Record views

337