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International Journal for Numerical Methods in Engineering
Article . 2017 . Peer-reviewed
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zbMATH Open
Article . 2017
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Computation of higher‐order moments of generalized polynomial chaos expansions

Computation of higher-order moments of generalized polynomial chaos expansions
Authors: Savin, É.; Faverjon, B.;

Computation of higher‐order moments of generalized polynomial chaos expansions

Abstract

SummaryBecause of the complexity of fluid flow solvers, non‐intrusive uncertainty quantification techniques have been developed in aerodynamic simulations in order to compute the quantities of interest required in an optimization process, for example. The objective function is commonly expressed in terms of moments of these quantities, such as the mean, standard deviation, or even higher‐order moments. Polynomial surrogate models based on polynomial chaos expansions have often been implemented in this respect. The original approach of uncertainty quantification using polynomial chaos is however intrusive. It is based on a Galerkin‐type formulation of the model equations to derive the governing equations for the polynomial expansion coefficients. Third‐order, indeed fourth‐order moments of the polynomials are needed in this analysis. Besides, both intrusive and non‐intrusive approaches call for their computation provided that higher‐order moments of the quantities of interest need to be post‐processed. In most applications, they are evaluated by Gauss quadratures and eventually stored for use throughout the computations. In this paper, analytical formulas are rather considered for the moments of the continuous polynomials of the Askey scheme, so that they can be evaluated by quadrature‐free procedures instead. Matlab© codes have been developed for this purpose and tested by comparisons with Gauss quadratures. Copyright © 2017 John Wiley & Sons, Ltd.

Keywords

uncertainty quantification, Computational methods for problems pertaining to probability theory, Other special orthogonal polynomials and functions, Mathematics - Numerical Analysis, 33D45, 74Sxx, orthogonal polynomials, linearization problem, polynomial chaos, Physics - Computational Physics, Computational methods for stochastic equations (aspects of stochastic analysis)

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
12
Top 10%
Average
Top 10%
Green
bronze