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A spline chaos expansion, referred to as SCE, is introduced for uncertainty quantification analysis. The expansion provides a means for representing an output random variable of interest with respect to multivariate orthonormal basis…

Numerical Analysis · Mathematics 2019-11-12 Sharif Rahman

We present a regression technique for data-driven problems based on polynomial chaos expansion (PCE). PCE is a popular technique in the field of uncertainty quantification (UQ), where it is typically used to replace a runnable but expensive…

Machine Learning · Statistics 2019-04-02 E. Torre , S. Marelli , P. Embrechts , B. Sudret

Surrogate-modelling techniques including Polynomial Chaos Expansion (PCE) is commonly used for statistical estimation (aka. Uncertainty Quantification) of quantities of interests obtained from expensive computational models. PCE is a…

Computational Engineering, Finance, and Science · Computer Science 2019-09-05 Alexander Tarakanov , Ahmed H. Elsheikh

In this contribution, we discuss the construction of Polynomial Chaos surrogates for Monte Carlo radiation transport applications via non-intrusive spectral projection. This contribution focuses on improvements with respect to the approach…

Numerical Analysis · Mathematics 2024-03-19 Gianluca Geraci , Kayla Clements , Aaron J Olson

Computational cardiac modelling is a mature area of biomedical computing, and is currently evolving from a pure research tool to aiding in clinical decision making. Assessing the reliability of computational model predictions is a key…

Computational Physics · Physics 2018-01-10 Rocío Rodríguez-Cantano , Joakim Sundnes , Marie E. Rognes

Since the invention of generalized polynomial chaos in 2002, uncertainty quantification has impacted many engineering fields, including variation-aware design automation of integrated circuits and integrated photonics. Due to the fast…

Numerical Analysis · Computer Science 2018-07-06 Chunfeng Cui , Zheng Zhang

A surrogate model approximates a computationally expensive solver. Polynomial Chaos is a method to construct surrogate models by summing combinations of carefully chosen polynomials. The polynomials are chosen to respect the probability…

Numerical Analysis · Mathematics 2017-06-29 Thomas A. McCourt , Brodie Lawson , Fengde Zhou , Bevan Thompson , Stephen Tyson , Diane Donovan

In order to achieve a more virtual design and certification process of jet engines in aviation industry, the uncertainty bounds for computational fluid dynamics have to be known. This work shows the application of a machine learning…

Computational Engineering, Finance, and Science · Computer Science 2022-02-07 Marcel Matha , Christian Morsbach

In the context of Monte Carlo (MC) simulation of particle transport Uncertainty Quantification (UQ) addresses the issue of predicting non statistical errors affecting the physical results, i.e. errors deriving mainly from uncertainties in…

Computational Physics · Physics 2015-06-18 Paolo Saracco , Maria Grazia Pia

Polynomial chaos expansion (PCE) is an increasingly popular technique for uncertainty propagation and quantification in systems and control. Based on the theory of Hilbert spaces and orthogonal polynomials, PCE allows for a unifying…

Systems and Control · Electrical Eng. & Systems 2020-04-09 Tillmann Mühlpfordt , Frederik Zahn , Veit Hagenmeyer , Timm Faulwasser

Assuming the availability of a reliable aircraft trajectory planner, this paper presents a probabilistic methodology to detect conflicts between aircraft, in the cruise phase of the flight, in the presence of wind prediction uncertainties…

Optimization and Control · Mathematics 2024-07-17 Jaime de la Mota , María Cerezo-Magaña , Alberto Olivares , Ernesto Staffetti

Aerodynamic prediction of glaze ice accretion on airfoils and wing is studied using the Reynolds-averaged Navier-Stokes method. Two separation fixed turbulence models are developed considering the nonequilibrium characteristics of…

Fluid Dynamics · Physics 2021-05-27 Haoran Li , Yufei Zhang , Haixin Chen

Polynomial chaos expansions (PCE) allow us to propagate uncertainties in the coefficients of differential equations to the statistics of their solutions. Their main advantage is that they replace stochastic equations by systems of…

Numerical Analysis · Mathematics 2016-04-25 H. Cagan Ozen , Guillaume Bal

Airfoil shape optimization plays a critical role in the design of high-performance aircraft. However, the high-dimensional nature of airfoil representation causes the challenging problem known as the "curse of dimensionality". To overcome…

Machine Learning · Computer Science 2023-11-21 Yu-Eop Kang , Dawoon Lee , Kwanjung Yee

Ice crystal icing (ICI) in aircraft engines is a major threat to flight safety. Due to the complex thermodynamic and phase-change conditions involved in ICI, rigorous modelling of the accretion process remains limited. The present study…

Fluid Dynamics · Physics 2024-04-01 Timothy Peters , Josh Shelton , Hui Tang , Philippe Trinh

Model uncertainty obtained by variational Bayesian inference with Monte Carlo dropout is prone to miscalibration. The uncertainty does not represent the model error well. In this paper, temperature scaling is extended to dropout variational…

Machine Learning · Computer Science 2019-11-19 Max-Heinrich Laves , Sontje Ihler , Karl-Philipp Kortmann , Tobias Ortmaier

Climate models project an uncertainty range of possible warming scenarios from 1.5 to 5 degree Celsius global temperature increase until 2100, according to the CMIP6 model ensemble. Climate risk management and infrastructure adaptation…

Machine Learning · Computer Science 2021-05-10 Björn Lütjens , Catherine H. Crawford , Mark Veillette , Dava Newman

Polynomial chaos expansions (PCE) are well-suited to quantifying uncertainty in models parameterized by independent random variables. The assumption of independence leads to simple strategies for evaluating PCE coefficients. In contrast,…

Numerical Analysis · Mathematics 2021-05-04 John Jakeman , Fabian Franzelin , Akil Narayan , Michael Eldred , Dirk Plfueger

The Monte Carlo (MC) method is the most common technique used for uncertainty quantification, due to its simplicity and good statistical results. However, its computational cost is extremely high, and, in many cases, prohibitive.…

Computation · Statistics 2021-05-21 A. Cunha , R. Nasser , R. Sampaio , H. Lopes , K. Breitman

This paper proposes a novel and practical framework for safe flight envelope estimation and protection, in order to prevent loss-of-control-related accidents. Conventional analytical envelope estimation methods fail to function efficiently…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Mingzhou Yin , Q. P. Chu , Y. Zhang , Michael A. Niestroy , C. C. de Visser