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Polynomial chaos expansion is a popular way to develop surrogate models for stochastic systems with arbitrary random variables. Standard techniques such as Galerkin projection, stochastic collocation, and least squares approximation, are…

最优化与控制 · 数学 2019-09-10 Vedang M. Deshpande , Raktim Bhattacharya

In this work, Uncertainty Quantification (UQ) based on non-intrusive Polynomial Chaos Expansion (PCE) is applied to the CFD problem of the flow past an airfoil with parameterized angle of attack and inflow velocity. To limit the…

数值分析 · 数学 2024-12-20 Saddam Hijazi , Giovanni Stabile , Andrea Mola , Gianluigi Rozza

Polynomial chaos based methods enable the efficient computation of output variability in the presence of input uncertainty in complex models. Consequently, they have been used extensively for propagating uncertainty through a wide variety…

最优化与控制 · 数学 2020-09-18 Tuhin Sahai

This paper addresses the Bayesian calibration of dynamic models with parametric and structural uncertainties, in particular where the uncertain parameters are unknown/poorly known spatio-temporally varying subsystem models. Independent…

统计计算 · 统计学 2012-11-02 Piyush Tagade , Han-Lim Choi

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…

数值分析 · 数学 2017-09-27 Melvin Leok , Gautam Wilkins

Polynomial chaos is a powerful technique for propagating uncertainty through ordinary and partial differential equations. Random variables are expanded in terms of orthogonal polynomials and differential equations are derived for the…

统计计算 · 统计学 2014-06-18 José Miguel Pasini , Tuhin Sahai

Verification solutions for uncertainty quantification are presented for time dependent transport problems where $c$, the scattering ratio, is uncertain. The method of polynomial chaos expansions is employed for quick and accurate…

计算工程、金融与科学 · 计算机科学 2023-12-19 William Bennett , Ryan G. McClarren

This paper deals with some of the methodologies used to construct polynomial surrogate models based on generalized polynomial chaos (gPC) expansions for applications to uncertainty quantification (UQ) in aerodynamic computations. A core…

流体动力学 · 物理学 2018-03-14 Eric Savin , Andrea Resmini , Jacques Peter

Since the invention of generalized polynomial chaos in 2002, uncertainty quantification has impacted many engineering fields, including variation-aware design automation of integrated circuits and integrated photonics. Due to the fast…

数值分析 · 计算机科学 2018-07-06 Chunfeng Cui , Zheng Zhang

Methods for quantifying the effects of uncertainties in hyperbolic problems can be divided into intrusive and non-intrusive techniques. Non-intrusive methods allow the usage of a given deterministic solver in a black-box manner, while being…

数值分析 · 数学 2020-08-26 Jonas Kusch , Jannick Wolters , Martin Frank

Methods based on polynomial chaos expansion allow to approximate the behavior of systems with uncertain parameters by deterministic dynamics. These methods are used in a wide range of applications, spanning from simulation of uncertain…

系统与控制 · 计算机科学 2017-11-28 Tillmann Mühlpfordt , Rolf Findeisen , Veit Hagenmeyer , Timm Faulwasser

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…

统计方法学 · 统计学 2017-03-20 Roland Schöbi , Bruno Sudret

A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…

计算物理 · 物理学 2024-01-02 Viktoriya Morozova , James G. Coder , Kevin Holst

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…

计算工程、金融与科学 · 计算机科学 2022-03-23 Chun Yui Wong , Pranay Seshadri , Andrew B. Duncan , Ashley Scillitoe , Geoffrey Parks

A surrogate model approximates a computationally expensive solver. Polynomial Chaos is a method to construct surrogate models by summing combinations of carefully chosen polynomials. The polynomials are chosen to respect the probability…

Stochastic spectral methods are efficient techniques for uncertainty quantification. Recently they have shown excellent performance in the statistical analysis of integrated circuits. In stochastic spectral methods, one needs to determine a…

计算工程、金融与科学 · 计算机科学 2016-11-18 Zheng Zhang , Tarek A. El-Moselhy , Ibrahim , M. Elfadel , Luca Daniel

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…

最优化与控制 · 数学 2021-03-10 E. Bradford , L. Imsland

The work presented here investigates the application of polynomial chaos expansion toward input shaper design in order to maintain robustness in dynamical systems subject to uncertainty. Furthermore, this work intends to specifically…

系统与控制 · 电气工程与系统科学 2026-02-05 Johannes Güttler , Karan Baker , Premjit Saha , James Warner , Adrian Stein

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…

数据分析、统计与概率 · 物理学 2022-05-18 Katiana Kontolati , Dimitrios Loukrezis , Ketson R. M. dos Santos , Dimitrios G. Giovanis , Michael D. Shields

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

流体动力学 · 物理学 2018-02-23 Andrew J. Majda , Di Qi
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