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On the guaranteed accuracy of Polynomial Chaos Expansions

IEEE Conference on Decision and Control and European Control Conference, 2011
This paper is concerned with the efficient simulation of stochastic nonlinear dynamical systems. A technique based on Polynomial Chaos Expansion (PCE) theory is used, in order to estimate the time evolution of the stochastic properties of the variables of interest.
FAGIANO, LORENZO   +2 more
openaire   +3 more sources

Stochastic thermal modeling by polynomial chaos expansion

19th International Workshop on Thermal Investigations of ICs and Systems (THERMINIC), 2013
In this paper an effective approach is proposed for generating stochastic compact thermal models of electronics components and packages. The approach exhibits high levels of accuracy for very small state space dimensions of the model. It is also efficient since it requires the solution of few deterministic thermal problems in the frequency domain.
CODECASA, LORENZO, DI RIENZO, LUCA
openaire   +2 more sources

Compressive polynomial chaos expansion for multidimensional model maps

2015
Modern high-resolution numerical models used in engineering often produce multidimensional maps of outputs (e.g. nodal displacements on a FEM mesh) that may result in more than 105 highly correlated outputs for each set of model parameters. Most available metamodelling techniques, however, are not yet suitable for handling such large maps, including ...
Marelli, Stefano, Sudret, Bruno
openaire   +1 more source

Adaptive sparse polynomial chaos expansions: A survey

2019
ISBN:978-3-903024-84 ...
Lüthen, Nora, Sudret, Bruno
openaire   +1 more source

Generalized polynomial chaos expansions with weights.

2015
Polynomial chaos is used as an alternative to Monte Carlo methods for the propagation of uncertainty through dynamical systems. By truncating the infinite series of the polynomial chaos expansion to a finite order, the positivity of the approximate solution may be lost.
Obermaier, J., Stavropoulou, F.
openaire   +1 more source

Hermite Polynomials and Wiener Chaos Expansion

2022
Francesco Russo, Pierre Vallois
openaire   +1 more source

Polynomial Chaos Expansions

2015
Jan S. Hesthaven, Dongbin Xiu
openaire   +1 more source

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