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Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional $\mathcal{O}(10^{\ge 2})$ stochastic inputs (e.g., forcing terms, boundary conditions,…

Machine Learning · Computer Science 2022-05-27 Katiana Kontolati , Dimitrios Loukrezis , Dimitris G. Giovanis , Lohit Vandanapu , Michael D. Shields

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

This paper deals with the applications of stochastic spectral methods for structural topology optimization in the presence of uncertainties. A non-intrusive polynomial chaos expansion is integrated into a topology optimization algorithm to…

Computational Engineering, Finance, and Science · Computer Science 2021-08-04 Nilton Cuellar , Anderson Pereira , Ivan F. M. Menezes , Americo Cunha

Polynomial chaos expansion (PCE) is a classical and widely used surrogate modeling technique in physical simulation and uncertainty quantification. By taking a linear combination of a set of basis polynomials - orthonormal with respect to…

Machine Learning · Computer Science 2026-04-01 Johannes Exenberger , Sascha Ranftl , Robert Peharz

Uncertainty quantification seeks to provide a quantitative means to understand complex systems that are impacted by parametric uncertainty. The polynomial chaos method is a computational approach to solve stochastic partial differential…

Numerical Analysis · Mathematics 2017-09-27 Melvin Leok , Gautam Wilkins

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

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

Autoencoder techniques find increasingly common use in reduced order modeling as a means to create a latent space. This reduced order representation offers a modular data-driven modeling approach for nonlinear dynamical systems when…

Fluid Dynamics · Physics 2021-12-15 Shady E. Ahmed , Omer San , Adil Rasheed , Traian Iliescu

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

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

As non-institutive polynomial chaos expansion (PCE) techniques have gained growing popularity among researchers, we here provide a comprehensive review of major sampling strategies for the least squares based PCE. Traditional sampling…

Computation · Statistics 2018-02-14 Mohammad Hadigol , Alireza Doostan

In the present work, we introduce a data-driven approach to enhance the accuracy of non-intrusive Reduced Order Models (ROMs). In particular, we focus on ROMs built using Proper Orthogonal Decomposition (POD) in an under-resolved and…

Numerical Analysis · Mathematics 2026-05-26 Gabriele Codega , Anna Ivagnes , Nicola Demo , Gianluigi Rozza

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

One of the open problems in the field of forward uncertainty quantification (UQ) is the ability to form accurate assessments of uncertainty having only incomplete information about the distribution of random inputs. Another challenge is to…

Numerical Analysis · Mathematics 2020-08-25 Ling Guo , Akil Narayan , Yongle Liu , Tao Zhou

Control of nonlinear distributed parameter systems (DPS) under uncertainty is a meaningful task for many industrial processes. However, both intrinsic uncertainty and high dimensionality of DPS require intensive computations, while…

Optimization and Control · Mathematics 2024-10-17 Min Tao , Ioannis Zacharopoulos , Constantinos Theodoropoulos

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

The large-scale integration of renewable energy sources introduces significant operational uncertainty into power systems. Although Polynomial Chaos Expansion (PCE) provides an efficient tool for uncertainty quantification (UQ) in power…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Le Fang , Wangkun Xu , Fei Teng

This paper introduces the $3^{rd}$-order Spectral Representation Method for simulation of non-stationary and non-Gaussian stochastic processes. The proposed method extends the classical $2^{nd}$-order Spectral Representation Method to…

Statistics Theory · Mathematics 2022-06-01 Lohit Vandanapu , Michael D. Shields

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

A proper orthogonal decomposition-based B-splines B\'ezier elements method (POD-BSBEM) is proposed as a non-intrusive reduced-order model for uncertainty propagation analysis for stochastic time-dependent problems. The method uses a…

Numerical Analysis · Mathematics 2021-05-20 Azzedine Abdedou , Azzeddine Soulaïmani