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| HAL: hal-00701619, version 1 |
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| SIAM Conference on Uncertainty Quantification, Raleigh, North Carolina : États-Unis (2012) |
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| Identification of polynomial chaos representations in high dimension |
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| G. Perrin 1, 2, 3D. Duhamel 2 |
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| (2012-04-02) |
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| The usual identification methods of polynomial chaos expansions in high dimension are based on the use of a series of truncations that induce numerical bias. We first quantify the detrimental influence of this numerical bias, we then propose a new decomposition of the polynomial chaos coefficients to allow performing relevant convergence analysis and identification with respect to an arbitrary measure for the high dimension case. |
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| 1: | Laboratoire de Modélisation et Simulation Multi Echelle (MSME) |
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Université Paris-Est Marne-la-Vallée (UPEMLV) – Université Paris-Est Créteil Val-de-Marne (UPEC) – CNRS : UMR8208 |
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| 2: | Laboratoire Navier |
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Ecole des Ponts ParisTech – CNRS : UMR8205 – IFSTTAR |
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| 3: | SNCF - Direction de l'Innovation et de la Recherche |
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SNCF |
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| Subject | : | Mathematics/Probability Mathematics/Statistics Statistics/Statistics Theory Engineering Sciences/Mechanics |
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| uncertainty quantification |
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| hal-00701619, version 1 | |
| http://hal-upec-upem.archives-ouvertes.fr/hal-00701619 | |
| oai:hal-upec-upem.archives-ouvertes.fr:hal-00701619 | |
| From: Christian Soize | |
| Submitted on: Friday, 25 May 2012 16:51:11 | |
| Updated on: Wednesday, 7 November 2012 22:19:49 | |
