Development of error criteria for adaptive multi-element polynomial chaos approaches

B Chouvion 1 Emmanuelle Sarrouy 2, *
* Auteur correspondant
1 M&S - Matériaux et Structures
LMA - Laboratoire de Mécanique et d'Acoustique [Marseille]
Abstract : This paper presents and compares different methodologies to create an adaptive stochastic space partitioning in polynomial chaos applications which use a multi-element approach. To implement adaptive partitioning, Wan and Karniadakis first developed a criterion based on the relative error in local variance. We propose here two different error criteria: one based on the residual error and the other on the local variance discontinuity created by partitioning. The methods are applied to classical differential equations with long-term integration difficulties, including the Kraichnan–Orszag three-mode problem, and to simple linear and nonlinear mechanical systems whose stochastic dynamic responses are investigated. The efficiency and robustness of the approaches are investigated by comparison with Monte-Carlo simulations. For the different examples considered, they show significantly better convergence characteristics than the original error criterion used.
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Mechanical Systems and Signal Processing, Elsevier, 2016, 66--67, pp.201--222. 〈10.1016/j.ymssp.2015.05.007〉
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B Chouvion, Emmanuelle Sarrouy. Development of error criteria for adaptive multi-element polynomial chaos approaches. Mechanical Systems and Signal Processing, Elsevier, 2016, 66--67, pp.201--222. 〈10.1016/j.ymssp.2015.05.007〉. 〈hal-01183750〉

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