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Identification of polynomial chaos representations in high dimension

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.
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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

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  • HAL Id : hal-00701619, version 1

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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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