English
Related papers

Related papers: Efficient Polynomial Chaos Expansion for Uncertain…

200 papers

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

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

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

Increasing frequency and intensity of extreme weather events motivates the assessment of power system resilience. The random nature of power system failures during these events mandates probabilistic resilience assessment, but…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Aidan Gerkis , Xiaozhe Wang

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

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

Polynomial chaos expansions (PCE) are widely used for uncertainty quantification (UQ) tasks, particularly in the applied mathematics community. However, PCE has received comparatively less attention in the statistics literature, and fully…

Methodology · Statistics 2025-10-30 Kellin N. Rumsey , Devin Francom , Graham C. Gibson , J. Derek Tucker , Gabriel Huerta

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

Polynomial chaos expansions (PCE) are widely used in the framework of uncertainty quantification. However, when dealing with high dimensional complex problems, challenging issues need to be faced. For instance, high-order polynomials may be…

Methodology · Statistics 2015-06-02 Chu V. Mai , 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

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

Uncertainty quantification (UQ) has received much attention in the literature in the past decade. In this context, Sparse Polynomial chaos expansions (PCE) have been shown to be among the most promising methods because of their ability to…

Methodology · Statistics 2017-03-17 N. Fajraoui , S. Marelli , B. Sudret

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

Surrogate modeling of costly mathematical models representing physical systems is challenging since it is typically not possible to create a large experimental design. Thus, it is beneficial to constrain the approximation to adhere to the…

Machine Learning · Computer Science 2023-09-06 Lukáš Novák , Himanshu Sharma , Michael D. Shields

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

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

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

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

In this letter, we compare three polynomial chaos expansion (PCE)-based methods for ANCOVA (ANalysis of COVAriance) indices based global sensitivity analysis for correlated random inputs in two power system applications. Surprisingly, the…

Signal Processing · Electrical Eng. & Systems 2023-07-17 Xiaoting Wang , Rong-Peng Liu , Xiaozhe Wang , François Bouffard

The increasing uncertainty level caused by growing renewable energy sources (RES) and aging transmission networks poses a great challenge in the assessment of total transfer capability (TTC) and available transfer capability (ATC). In this…

Signal Processing · Electrical Eng. & Systems 2020-10-29 Xiaoting Wang , Xiaozhe Wang , Hao Sheng , Xi Lin
‹ Prev 1 2 3 10 Next ›