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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

Building surrogate models with uncertainty quantification capabilities is essential for many engineering applications where randomness, such as variability in material properties, is unavoidable. Polynomial Chaos Expansion (PCE) is widely…

Computational Engineering, Finance, and Science · Computer Science 2025-11-04 Bahador Bahmani , Ioannis G. Kevrekidis , Michael D. Shields

Constructing approximations that can accurately mimic the behavior of complex models at reduced computational costs is an important aspect of uncertainty quantification. Despite their flexibility and efficiency, classical surrogate models…

Computation · Statistics 2020-06-29 S. Marelli , P. -R. Wagner , C. Lataniotis , B. Sudret

Computer simulation has become the standard tool in many engineering fields for designing and optimizing systems, as well as for assessing their reliability. To cope with demanding analysis such as optimization and reliability, surrogate…

Computation · Statistics 2015-02-16 R. Schoebi , B. Sudret , J. Wiart

In this work, we consider optimal control problems constrained by elliptic partial differential equations (PDEs) with lognormal random coefficients, which are represented by a countably infinite-dimensional random parameter with i.i.d.…

Numerical Analysis · Mathematics 2019-03-14 Peng Chen , Omar Ghattas

This paper presents a method for performing Uncertainty Quantification in high-dimensional uncertain spaces by combining arbitrary polynomial chaos with a recently proposed scheme for sensitivity enhancement (1). Including available…

Numerical Analysis · Mathematics 2024-02-09 Nick Pepper , Francesco Montomoli , Kyriakos Kantarakias

Sequential design is a highly active field of research in active learning which provides a general framework for designing computer experiments with limited computational budgets. It aims to create efficient surrogate models to replace…

Methodology · Statistics 2025-01-03 Paul Lartaud , Philippe Humbert , Josselin Garnier

Software engineers often have to estimate the performance of a software system before having full knowledge of the system parameters, such as workload and operational profile. These uncertain parameters inevitably affect the accuracy of…

Software Engineering · Computer Science 2018-01-16 Aldeida Aleti , Catia Trubiani , André van Hoorn , Pooyan Jamshidi

Polynomial chaos expansions (PCE) have seen widespread use in the context of uncertainty quantification. However, their application to structural reliability problems has been hindered by the limited performance of PCE in the tails of the…

Computation · Statistics 2018-08-10 S. Marelli , B. Sudret

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…

The Polynomial Chaos Expansion (PCE) technique recovers a finite second order random variable exploiting suitable linear combinations of orthogonal polynomials which are functions of a given stochas- tic quantity {\xi}, hence acting as a…

Computational Finance · Quantitative Finance 2016-10-31 Luca Di Persio , Michele Bonollo , Gregorio Pellegrini

In modern engineering, physical processes are modelled and analysed using advanced computer simulations, such as finite element models. Furthermore, concepts of reliability analysis and robust design are becoming popular, hence, making…

Methodology · Statistics 2017-03-20 Roland Schöbi , Bruno Sudret

This paper proposes an adaptive sparse polynomial chaos expansion(PCE)-based method to quantify the impacts of uncertainties on critical clearing time (CCT) that is an important index in transient stability analysis. The proposed method can…

Systems and Control · Electrical Eng. & Systems 2022-06-10 Jingyu Liu , Xiaoting Wang , Xiaozhe Wang

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

The application of polynomial chaos expansions (PCEs) to the propagation of uncertainties in stochastic dynamical models is well-known to face challenging issues. The accuracy of PCEs degenerates quickly in time. Thus maintaining a…

Methodology · Statistics 2016-04-27 C. V. Mai , M. D. Spiridonakos , E. N. Chatzi , B. Sudret

Accurate modeling of radio wave propagation over irregular terrains is crucial for designing reliable wireless communication systems in such environments, yet uncertainties in the antenna configuration are not quantified within…

Signal Processing · Electrical Eng. & Systems 2026-03-04 Sicheng An , Luca Di Rienzo , Hao Qin , Xingqi Zhang , Lorenzo Codecasa

As uncertainty and sensitivity analysis of complex models grows ever more important, the difficulty of their timely realizations highlights a need for more efficient numerical operations. Non-intrusive Polynomial Chaos methods are highly…

Numerical Analysis · Mathematics 2022-04-14 Konstantin Weise , Erik Müller , Lucas Poßner , Thomas R. Knösche

We present an enriched formulation of the Least Squares (LSQ) regression method for Uncertainty Quantification (UQ) using generalised polynomial chaos (gPC). More specifically, we enrich the linear system with additional equations for the…

Numerical Analysis · Mathematics 2023-08-09 Kyriakos D. Kantarakias , George Papadakis

We apply the Tensor Train (TT) approximation to construct the Polynomial Chaos Expansion (PCE) of a random field, and solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization. We compare two strategies of the…

Numerical Analysis · Mathematics 2014-06-12 Sergey Dolgov , Boris N. Khoromskij , Alexander Litvinenko , Hermann G. Matthies

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