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Related papers: Physics-Informed Polynomial Chaos Expansions

200 papers

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

Orthogonal polynomial approximations form the foundation to a set of well-established methods for uncertainty quantification known as polynomial chaos. These approximations deliver models for emulating physical systems in a variety of…

Computational Engineering, Finance, and Science · Computer Science 2022-03-23 Chun Yui Wong , Pranay Seshadri , Andrew B. Duncan , Ashley Scillitoe , Geoffrey Parks

This work suggests an interpolation-based stochastic collocation method for the non-intrusive and adaptive construction of sparse polynomial chaos expansions (PCEs). Unlike pseudo-spectral projection and regression-based stochastic…

Numerical Analysis · Mathematics 2019-11-21 Dimitrios Loukrezis , Herbert De Gersem

Many high-dimensional uncertainty quantification problems are solved by polynomial dimensional decomposition (PDD), which represents Fourier-like series expansion in terms of random orthonormal polynomials with increasing dimensions. This…

Numerical Analysis · Mathematics 2018-04-06 Sharif Rahman

The effective management of stochastic characteristics of renewable power generations is vital for ensuring the stable and secure operation of power systems. This paper addresses the task of optimizing the chance-constrained…

Systems and Control · Electrical Eng. & Systems 2024-01-05 Yuanxi Wu , Zhi Wu , Yijun Xu , Huan Long , Wei Gu , Shu Zheng , Jingtao Zhao

Harnessing data to discover the underlying governing laws or equations that describe the behavior of complex physical systems can significantly advance our modeling, simulation and understanding of such systems in various science and…

Machine Learning · Computer Science 2021-11-17 Zhao Chen , Yang Liu , Hao Sun

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

We demonstrate that embedding physics-driven constraints into machine learning process can dramatically improve accuracy and generalizability of the resulting model. Physics-informed learning is illustrated on the example of analysis of…

Computational Physics · Physics 2021-12-16 Abantika Ghosh , Mohannad Elhamod , Jie Bu , Wei-Cheng Lee , Anuj Karpatne , Viktor A Podolskiy

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

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 many science and engineering settings, system dynamics are characterized by governing PDEs, and a major challenge is to solve inverse problems (IPs) where unknown PDE parameters are inferred based on observational data gathered under…

Machine Learning · Computer Science 2025-03-11 Apivich Hemachandra , Gregory Kang Ruey Lau , See-Kiong Ng , Bryan Kian Hsiang Low

Data-driven discovery of PDEs has made tremendous progress recently, and many canonical PDEs have been discovered successfully for proof-of-concept. However, determining the most proper PDE without prior references remains challenging in…

Machine Learning · Computer Science 2023-09-08 Hao Xu , Junsheng Zeng , Dongxiao Zhang

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

Gradient-enhanced Uncertainty Quantification (UQ) has received recent attention, in which the derivatives of a Quantity of Interest (QoI) with respect to the uncertain parameters are utilized to improve the surrogate approximation.…

Computation · Statistics 2016-03-23 Ji Peng , Jerrad Hampton , Alireza Doostan

This work proposes a method for sparse polynomial chaos (PC) approximation of high-dimensional stochastic functions based on non-adapted random sampling. We modify the standard l1 -minimization algorithm, originally proposed in the context…

Numerical Analysis · Mathematics 2015-06-16 Ji Peng , Jerrad Hampton , Alireza Doostan

Imposing known physical constraints, such as conservation laws, during neural network training introduces an inductive bias that can improve accuracy, reliability, convergence, and data efficiency for modeling physical dynamics. While such…

Machine Learning · Computer Science 2024-02-22 Nithin Chalapathi , Yiheng Du , Aditi Krishnapriyan

Polynomial chaos expansions are used to reduce the computational cost in the Bayesian solutions of inverse problems by creating a surrogate posterior that can be evaluated inexpensively. We show, by analysis and example, that when the data…

Numerical Analysis · Mathematics 2015-06-19 Fei Lu , Matthias Morzfeld , Xuemin Tu , Alexandre J. Chorin

We present a framework for fine-tuning flow-matching generative models to enforce physical constraints and solve inverse problems in scientific systems. Starting from a model trained on low-fidelity or observational data, we apply a…

Machine Learning · Computer Science 2026-01-28 Jan Tauberschmidt , Sophie Fellenz , Sebastian J. Vollmer , Andrew B. Duncan

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

Accurate modeling of closure terms is a critical challenge in engineering and scientific research, particularly when data is sparse (scarse or incomplete), making widely applicable models difficult to develop. This study proposes a novel…

Machine Learning · Computer Science 2025-05-09 Tian Chen , Shengping Liu , Li Liu , Heng Yong