Results 11 to 20 of about 3,355 (214)
Polynomial Chaos Expansion of a Multimodal Random Vector [PDF]
SIAM/ASA Journal on Uncertainty Quantification, 2015 A methodology and algorithms are proposed for constructing the polynomial chaos expansion (PCE) of multimodal random vectors. An algorithm is developed for generating independent realizations of any multimodal multivariate probability measure that is constructed from a set of independent realizations using the Gaussian kernel-density estimation method.
Soize, Christian
openaire +3 more sources
UNCERTAINTY EVALUATION METHOD FOR NONLINEAR SYSTEM TEST BASED ON POLYNOMIAL CHAOS EXPANSION
Jixie qiangdu, 2022 The uncertainty analysis of test results of nonlinear system shows the dispersion of test results. In this paper, an evaluation method of test uncertainty of nonlinear system based on polynomial chaos expansion is suggested.
YU HuiJie +5 more
doaj +2 more sources
Comments on Truncation Errors for Polynomial Chaos Expansions [PDF]
IEEE Control Systems Letters, 2018 6 pages, 4 ...
Mühlpfordt, Tillmann +3 more
openaire +4 more sources
Probabilistic load margin assessment considering forecast error of wind power generation
Energy Reports, 2023 The increasing integration of wind power in power systems necessitates the probabilistic assessment of various uncertain factors. In operational planning, modeling short-term scale uncertainties, i.e., wind power forecast errors, plays an important role.
Chenxu Wang +3 more
doaj +1 more source
Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark [PDF]
SIAM/ASA Journal on Uncertainty Quantification, 2021 Sparse polynomial chaos expansions (PCE) are a popular surrogate modelling method that takes advantage of the properties of PCE, the sparsity-of-effects principle, and powerful sparse regression solvers to approximate computer models with many input parameters, relying on only few model evaluations.
Nora Lüthen +2 more
openaire +4 more sources
Polynomial chaos Kalman filter for target tracking applications
IET Radar, Sonar & Navigation, 2023 In this paper, an approximate Gaussian state estimator is developed based on generalised polynomial chaos expansion for target tracking applications. Motivated by the fact that calculating conditional moments in an approximate Gaussian filter involves ...
Kundan Kumar +3 more
doaj +1 more source
Frontiers in Physics, 2023 An efficient method of moments (MoM) based on polynomial chaos expansion (PCE) is applied to quickly calculate the electromagnetic scattering problems. The triangle basic functions are used to discretize the surface integral equations.
Xiaohui Yuan +5 more
doaj +1 more source
Data-driven sparse polynomial chaos expansion for models with dependent inputs
Journal of Safety Science and Resilience, 2023 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 by decomposing the output in terms of polynomials of the inputs.
Zhanlin Liu, Youngjun Choe
doaj +1 more source
, 2023 Supporting Information for the paper titled "Global Sensitivity Analysis using Polynomial Chaos Expansion on the Grassmann Manifold" submitted in ICCS ...
Debraj Roy +2 more
core +5 more sources
Projection Pursuit Adaptation on Polynomial Chaos Expansions
Computer Methods in Applied Mechanics and Engineering, 2022 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 expansions (PCE) were recently proposed to construct low-dimensional approximations adapted to specific quantities
Xiaoshu Zeng, Roger Ghanem
openaire +2 more sources