Polynomial chaos expansions and stochastic finite element methods

Abstract : This paper is a state-of-the art review on sparse polynomial chaos expansions (PCE) for engineering applications. It contains a step-by-step presentation of PCEs and their use in moment-, sensitivity- and reliability analysis. Error estimators and sparse expansions for addressing high-dimensional problems are discussed. Applications in geotechnical engineering showcase the efficiency of sparse PCEs.
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Bruno Sudret. Polynomial chaos expansions and stochastic finite element methods. Kok-Kwang Phoon, Jianye Ching. Risk and Reliability in Geotechnical Engineering, CRC Press, pp.265-300, 2015, 9781482227215. ⟨https://www.crcpress.com/Risk-and-Reliability-in-Geotechnical-Engineering/Phoon-Ching/p/book/9781482227215⟩. ⟨hal-01449883⟩

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