2,036 research outputs found
Hierarchical adaptive polynomial chaos expansions
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 required, which leads to a large polynomial basis whereas
usually only a few of the basis functions are in fact significant. Taking into
account the sparse structure of the model, advanced techniques such as sparse
PCE (SPCE), have been recently proposed to alleviate the computational issue.
In this paper, we propose a novel approach to SPCE, which allows one to exploit
the model's hierarchical structure. The proposed approach is based on the
adaptive enrichment of the polynomial basis using the so-called principle of
heredity. As a result, one can reduce the computational burden related to a
large pre-defined candidate set while obtaining higher accuracy with the same
computational budget
Compressive sensing adaptation for polynomial chaos expansions
Basis adaptation in Homogeneous Chaos spaces rely on a suitable rotation of
the underlying Gaussian germ. Several rotations have been proposed in the
literature resulting in adaptations with different convergence properties. In
this paper we present a new adaptation mechanism that builds on compressive
sensing algorithms, resulting in a reduced polynomial chaos approximation with
optimal sparsity. The developed adaptation algorithm consists of a two-step
optimization procedure that computes the optimal coefficients and the input
projection matrix of a low dimensional chaos expansion with respect to an
optimally rotated basis. We demonstrate the attractive features of our
algorithm through several numerical examples including the application on
Large-Eddy Simulation (LES) calculations of turbulent combustion in a HIFiRE
scramjet engine.Comment: Submitted to Journal of Computational Physic
Computing derivative-based global sensitivity measures using polynomial chaos expansions
In the field of computer experiments sensitivity analysis aims at quantifying
the relative importance of each input parameter (or combinations thereof) of a
computational model with respect to the model output uncertainty. Variance
decomposition methods leading to the well-known Sobol' indices are recognized
as accurate techniques, at a rather high computational cost though. The use of
polynomial chaos expansions (PCE) to compute Sobol' indices has allowed to
alleviate the computational burden though. However, when dealing with large
dimensional input vectors, it is good practice to first use screening methods
in order to discard unimportant variables. The {\em derivative-based global
sensitivity measures} (DGSM) have been developed recently in this respect. In
this paper we show how polynomial chaos expansions may be used to compute
analytically DGSMs as a mere post-processing. This requires the analytical
derivation of derivatives of the orthonormal polynomials which enter PC
expansions. The efficiency of the approach is illustrated on two well-known
benchmark problems in sensitivity analysis
Physics-Informed Polynomial Chaos Expansions
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 known physics of the model. This paper presents a novel
methodology for the construction of physics-informed polynomial chaos
expansions (PCE) that combines the conventional experimental design with
additional constraints from the physics of the model. Physical constraints
investigated in this paper are represented by a set of differential equations
and specified boundary conditions. A computationally efficient means for
construction of physically constrained PCE is proposed and compared to standard
sparse PCE. It is shown that the proposed algorithms lead to superior accuracy
of the approximation and does not add significant computational burden.
Although the main purpose of the proposed method lies in combining data and
physical constraints, we show that physically constrained PCEs can be
constructed from differential equations and boundary conditions alone without
requiring evaluations of the original model. We further show that the
constrained PCEs can be easily applied for uncertainty quantification through
analytical post-processing of a reduced PCE filtering out the influence of all
deterministic space-time variables. Several deterministic examples of
increasing complexity are provided and the proposed method is applied for
uncertainty quantification
Uncertainty Quantification for Airfoil Icing using Polynomial Chaos Expansions
The formation and accretion of ice on the leading edge of a wing can be
detrimental to airplane performance. Complicating this reality is the fact that
even a small amount of uncertainty in the shape of the accreted ice may result
in a large amount of uncertainty in aerodynamic performance metrics (e.g.,
stall angle of attack). The main focus of this work concerns using the
techniques of Polynomial Chaos Expansions (PCE) to quantify icing uncertainty
much more quickly than traditional methods (e.g., Monte Carlo). First, we
present a brief survey of the literature concerning the physics of wing icing,
with the intention of giving a certain amount of intuition for the physical
process. Next, we give a brief overview of the background theory of PCE.
Finally, we compare the results of Monte Carlo simulations to PCE-based
uncertainty quantification for several different airfoil icing scenarios. The
results are in good agreement and confirm that PCE methods are much more
efficient for the canonical airfoil icing uncertainty quantification problem
than Monte Carlo methods.Comment: Submitted and under review for the AIAA Journal of Aircraft and 2015
AIAA Conferenc
Rational Polynomial Chaos Expansions for the Stochastic Macromodeling of Network Responses
This paper introduces rational polynomial chaos expansions for the stochastic modeling of the frequency-domain responses of linear electrical networks. The proposed method models stochastic network responses as a ratio of polynomial chaos expansions, rather than the standard single polynomial expansion. This approach is motivated by the fact that network responses are best represented by rational functions of both frequency and parameters. In particular, it is proven that the rational stochastic model is exact for lumped networks. The model coefficients are computed via an iterative re-weighted linear least-square regression. Several application examples, concerning both lumped and a distributed systems, illustrate and validate the advocated methodology
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