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相关论文: Enhancing Polynomial Chaos Expansion Based Surroga…

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Bayesian analysis enables combining prior knowledge with measurement data to learn model parameters. Commonly, one resorts to computing the maximum a posteriori (MAP) estimate, when only a point estimate of the parameters is of interest. We…

机器学习 · 统计学 2024-08-08 Felix Schneider , Iason Papaioannou , Bruno Sudret , Gerhard Müller

We propose a non-intrusive reduced-order modeling method based on proper orthogonal decomposition (POD) and polynomial chaos expansion (PCE) for stochastic representations in uncertainty quantification (UQ) analysis. Firstly, POD provides…

计算物理 · 物理学 2021-07-02 Xiang Sun , Xiaomin Pan , Jung-Il Choi

In this work we introduce a manifold learning-based surrogate modeling framework for uncertainty quantification in high-dimensional stochastic systems. Our first goal is to perform data mining on the available simulation data to identify a…

As uncertainty and sensitivity analysis of complex models grows ever more important, the difficulty of their timely realizations highlights a need for more efficient numerical operations. Non-intrusive Polynomial Chaos methods are highly…

数值分析 · 数学 2022-04-14 Konstantin Weise , Erik Müller , Lucas Poßner , Thomas R. Knösche

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

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

Recently, the use of Polynomial Chaos Expansion (PCE) has been increasing to study the uncertainty in mathematical models for a wide range of applications and several extensions of the original PCE technique have been developed to deal with…

数值分析 · 数学 2014-06-23 Maria Navarro , Jeroen Witteveen , Joke Blom

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…

系统与控制 · 电气工程与系统科学 2022-06-10 Jingyu Liu , Xiaoting Wang , Xiaozhe Wang

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…

最优化与控制 · 数学 2019-10-16 David Métivier , Marc Vuffray , Sidhant Misra

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

In many mechanistic medical, biological, physical and engineered spatiotemporal dynamic models the numerical solution of partial differential equations (PDEs) can make simulations impractically slow. Biological models require the…

软凝聚态物质 · 物理学 2021-02-11 J. Quetzalcóatl Toledo-Marín , Geoffrey Fox , James P. Sluka , James A. Glazier

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,…

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 present an algorithm for computing sparse, least squares-based polynomial chaos expansions, incorporating both adaptive polynomial bases and sequential experimental designs. The algorithm is employed to approximate stochastic…

计算工程、金融与科学 · 计算机科学 2020-01-13 Dimitrios Loukrezis , Armin Galetzka , Herbert De Gersem

Polynomial chaos and Gaussian process emulation are methods for surrogate-based uncertainty quantification, and have been developed independently in their respective communities over the last 25 years. Despite tackling similar problems in…

统计理论 · 数学 2017-01-16 N. E. Owen , P. Challenor , P. P. Menon , S. Bennani

Reliability analysis typically relies on deterministic simulators, which yield repeatable outputs for identical inputs. However, many real-world systems display intrinsic randomness, requiring stochastic simulators whose outputs are random…

统计方法学 · 统计学 2025-07-08 A. Pires , M. Moustapha , S. Marelli , B. Sudret

Physics-informed polynomial chaos expansions (PC$^2$) provide an efficient physically constrained surrogate modeling framework by embedding governing equations and other physical constraints into the standard data-driven polynomial chaos…

机器学习 · 统计学 2025-12-12 Qitian Lu , Himanshu Sharma , Michael D. Shields , Lukáš Novák

The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…

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…

数值分析 · 数学 2015-06-19 Fei Lu , Matthias Morzfeld , Xuemin Tu , Alexandre J. Chorin

We present a novel physics-constrained polynomial chaos expansion as a surrogate modeling method capable of performing both scientific machine learning (SciML) and uncertainty quantification (UQ) tasks. The proposed method possesses a…

机器学习 · 统计学 2024-05-14 Himanshu Sharma , Lukáš Novák , Michael D. Shields