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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

Polynomial chaos expansion (PCE) is a powerful surrogate model-based reliability analysis method. Generally, a PCE model with a higher expansion order is usually required to obtain an accurate surrogate model for some complex non-linear…

Machine Learning · Computer Science 2022-04-05 Xiaohu Zheng , Wen Yao , Yunyang Zhang , Xiaoya Zhang

This paper introduces an efficient sparse recovery approach for Polynomial Chaos (PC) expansions, which promotes the sparsity by breaking the dimensionality of the problem. The proposed algorithm incrementally explores sub-dimensional…

Computation · Statistics 2017-04-05 Negin Alemazkoor , Hadi Meidani

The surrogate model-based uncertainty quantification method has drawn much attention in many engineering fields. Polynomial chaos expansion (PCE) and deep learning (DL) are powerful methods for building a surrogate model. However, PCE needs…

Machine Learning · Computer Science 2022-03-02 Wen Yao , Xiaohu Zheng , Jun Zhang , Ning Wang , Guijian Tang

In this work we introduce a manifold learning-based method for uncertainty quantification (UQ) in systems describing complex spatiotemporal processes. Our first objective is to identify the embedding of a set of high-dimensional data…

Data Analysis, Statistics and Probability · Physics 2022-05-18 Katiana Kontolati , Dimitrios Loukrezis , Ketson R. M. dos Santos , Dimitrios G. Giovanis , Michael D. Shields

Machine learning (ML) surrogate models are increasingly used in engineering analysis and design to replace computationally expensive simulation models, significantly reducing computational cost and accelerating decision-making processes.…

Machine Learning · Statistics 2025-07-22 Xiaoping Du

This paper introduces a new generalized polynomial chaos expansion (PCE) comprising measure-consistent multivariate orthonormal polynomials in dependent random variables. Unlike existing PCEs, whether classical or generalized, no…

Probability · Mathematics 2018-04-17 Sharif Rahman

Parameter identification is crucial in virtual engineering processes, yet determining appropriate system excitations for identifying specific parameters remains challenging. In practice, extensive experimental programs often fail to…

Optimization and Control · Mathematics 2026-05-07 Kevin Schmidt , Nicola Henkelmann , Christoph Mark , Johannes von Keler

Polynomial chaos expansion (PCE) is a versatile tool widely used in uncertainty quantification and machine learning, but its successful application depends strongly on the accuracy and reliability of the resulting PCE-based response…

Computation · Statistics 2023-06-14 Paul-Christian Bürkner , Ilja Kröker , Sergey Oladyshkin , Wolfgang Nowak

Physics-informed polynomial chaos expansions (PC$^2$) provide an efficient physically constrained surrogate modeling framework by embedding governing equations and other physical constraints into the standard data-driven polynomial chaos…

Machine Learning · Statistics 2025-12-12 Qitian Lu , Himanshu Sharma , Michael D. Shields , Lukáš Novák

In surrogate modeling, polynomial chaos expansion (PCE) is popularly utilized to represent the random model responses, which are computationally expensive and usually obtained by deterministic numerical modeling approaches including finite…

Computation · Statistics 2020-06-01 Z. Liu , D. Lesselier , B. Sudret , J. Wiart

Quantum optimization has gained increasing attention as advances in quantum hardware enable the exploration of problem instances approaching real-world scale. Among existing approaches, variational quantum algorithms and quantum annealing…

Polynomial chaos expansions (PCEs) have been used in many real-world engineering applications to quantify how the uncertainty of an output is propagated from inputs. PCEs for models with independent inputs have been extensively explored in…

Systems and Control · Electrical Eng. & Systems 2021-06-02 Zhanlin Liu , Youngjun Choe

The quantification of multivariate uncertainties in partial differential equations can easily exceed any computing capacity unless proper measures are taken to reduce the complexity of the model. In this work, we propose a multidimensional…

Dynamical Systems · Mathematics 2020-09-03 Peter Benner , Jan Heiland

The present work addresses the issue of accurate stochastic approximations in high-dimensional parametric space using tools from uncertainty quantification (UQ). The basis adaptation method and its accelerated algorithm in polynomial chaos…

Numerical Analysis · Mathematics 2022-12-22 Xiaoshu Zeng , Roger Ghanem

Data-driven discovery of partial differential equations (PDEs) has emerged as a promising approach for deriving governing physics when domain knowledge about observed data is limited. Despite recent progress, the identification of governing…

Machine Learning · Computer Science 2024-08-16 Pongpisit Thanasutives , Ken-ichi Fukui

Surrogate modelling techniques have opened up new possibilities to overcome the limitations of computationally intensive numerical models in various areas of engineering and science. However, while fundamental in many engineering…

Numerical Analysis · Mathematics 2024-02-20 José Calos García-Marino , Carmen Calvo-Jurado , Enrique García-Macías

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

A gradient-based method is proposed for solving the linear quadratic regulator (LQR) problem for linear systems with nonlinear dependence on time-invariant probabilistic parametric uncertainties. The approach explicitly accounts for model…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Leilei Cui , Richard D. Braatz

Many problems in engineering and sciences require the solution of large scale optimization constrained by partial differential equations (PDEs). Though PDE-constrained optimization is itself challenging, most applications pose additional…

Optimization and Control · Mathematics 2020-01-06 Joseph Hart , Bart van Bloemen Waanders , Roland Herzog