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Polynomial Chaos Expansions (PCEs) are widely recognized for their efficient computational performance in surrogate modeling. Yet, a robust framework to quantify local model errors is still lacking. While the local uncertainty of PCE…

统计方法学 · 统计学 2026-01-26 A. Hatstatt , X. Zhu , B. Sudret

Computer simulation has become the standard tool in many engineering fields for designing and optimizing systems, as well as for assessing their reliability. To cope with demanding analysis such as optimization and reliability, surrogate…

统计计算 · 统计学 2015-02-16 R. Schoebi , B. Sudret , J. Wiart

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…

计算工程、金融与科学 · 计算机科学 2025-11-04 Bahador Bahmani , Ioannis G. Kevrekidis , Michael D. Shields

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.…

机器学习 · 统计学 2025-07-22 Xiaoping Du

Frequency response functions (FRFs) are important for assessing the behavior of stochastic linear dynamic systems. For large systems, their evaluations are time-consuming even for a single simulation. In such cases, uncertainty…

统计计算 · 统计学 2017-03-23 V. Yaghoubi , S. Marelli , B. Sudret , T. Abrahamsson

Polynomial chaos expansions (PCEs) have been used in many real-world engineering applications to quantify how the uncertainty of an output is propagated from inputs. PCEs for models with independent inputs have been extensively explored in…

系统与控制 · 电气工程与系统科学 2021-06-02 Zhanlin Liu , Youngjun Choe

The challenges for non-intrusive methods for Polynomial Chaos modeling lie in the computational efficiency and accuracy under a limited number of model simulations. These challenges can be addressed by enforcing sparsity in the series…

机器学习 · 统计学 2020-06-24 Panagiotis Tsilifis , Iason Papaioannou , Daniel Straub , Fabio Nobile

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

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…

机器学习 · 计算机科学 2022-03-02 Wen Yao , Xiaohu Zheng , Jun Zhang , Ning Wang , Guijian Tang

In the field of uncertainty quantification, sparse polynomial chaos (PC) expansions are commonly used by researchers for a variety of purposes, such as surrogate modeling. Ideas from compressed sensing may be employed to exploit this…

统计方法学 · 统计学 2018-05-09 Paul Diaz , Alireza Doostan , Jerrad Hampton

In complex and unknown processes, global models are initially generated over the entire experimental space but often fail to provide accurate predictions in local areas. A common approach is to use local models, which requires partitioning…

机器学习 · 计算机科学 2025-05-29 Dominik Polke , Tim Kösters , Elmar Ahle , Dirk Söffker

Polynomial chaos expansions (PCE) have seen widespread use in the context of uncertainty quantification. However, their application to structural reliability problems has been hindered by the limited performance of PCE in the tails of the…

统计计算 · 统计学 2018-08-10 S. Marelli , B. Sudret

We apply the Tensor Train (TT) decomposition to construct the tensor product Polynomial Chaos Expansion (PCE) of a random field, to solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization, and to compute some…

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…

软件工程 · 计算机科学 2018-01-16 Aldeida Aleti , Catia Trubiani , André van Hoorn , Pooyan Jamshidi

The present work addresses the issue of accurate stochastic approximations in high-dimensional parametric space using tools from uncertainty quantification (UQ). The basis adaptation method and its accelerated algorithm in polynomial chaos…

数值分析 · 数学 2022-12-22 Xiaoshu Zeng , Roger Ghanem

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…

In this paper we propose an algorithm for recovering sparse orthogonal polynomials using stochastic collocation. Our approach is motivated by the desire to use generalized polynomial chaos expansions (PCE) to quantify uncertainty in models…

数值分析 · 数学 2021-05-04 John D. Jakeman , Akil Narayan , Tao Zhou

In this paper we present a basis selection method that can be used with $\ell_1$-minimization to adaptively determine the large coefficients of polynomial chaos expansions (PCE). The adaptive construction produces anisotropic basis sets…

数值分析 · 计算机科学 2015-06-22 John D. Jakeman , Michael S. Eldred , Khachik Sargsyan

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…

系统与控制 · 电气工程与系统科学 2020-04-09 Tillmann Mühlpfordt , Frederik Zahn , Veit Hagenmeyer , Timm Faulwasser

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…

系统与控制 · 电气工程与系统科学 2026-03-24 Le Fang , Wangkun Xu , Fei Teng