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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

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

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

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

In the field of surrogate modeling, polynomial chaos expansion (PCE) allows practitioners to construct inexpensive yet accurate surrogates to be used in place of the expensive forward model simulations. For black-box simulations,…

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

Sparse polynomial chaos expansions (PCE) are a popular surrogate modelling method that takes advantage of the properties of PCE, the sparsity-of-effects principle, and powerful sparse regression solvers to approximate computer models with…

Numerical Analysis · Mathematics 2021-05-20 Nora Lüthen , Stefano Marelli , Bruno Sudret

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

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

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

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 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

Engineering and applied science rely on computational experiments to rigorously study physical systems. The mathematical models used to probe these systems are highly complex, and sampling-intensive studies often require prohibitively many…

Methodology · Statistics 2024-06-19 Joy N. Mueller , Khachik Sargsyan , Craig J. Daniels , Habib N. Najm

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

Sparse polynomial chaos expansions (PCE) are an efficient and widely used surrogate modeling method in uncertainty quantification for engineering problems with computationally expensive models. To make use of the available information in…

Computation · Statistics 2021-07-26 Nora Lüthen , Stefano Marelli , Bruno Sudret

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

Growing uncertainty from renewable energy integration and distributed energy resources motivate the need for advanced tools to quantify the effect of uncertainty and assess the risks it poses to secure system operation. Polynomial chaos…

Optimization and Control · Mathematics 2019-10-16 David Métivier , Marc Vuffray , Sidhant Misra

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 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
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