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Compressive polynomial chaos expansion for multidimensional model maps

Authors: Marelli, Stefano; Sudret, Bruno;

Compressive polynomial chaos expansion for multidimensional model maps

Abstract

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 Polynomial Chaos Expansions (PCE). Indeed, the PCE of a numerical model with many outputs is traditionally handled by independently metamodelling each one of them. We introduce a two-stage PCE approach that aims at solving this problem: in the first stage, PCE is used to compress the map of outputs on a much sparser basis in the map coordinates; in the second stage, standard PCE of the compressed map is carried out w.r.t. the underlying model parameters. Standard PCE post-processing techniques are then used to derive analytical expressions for several stochastic properties of the resulting compressive PCE.

Keywords

PROBABILITY DISTRIBUTIONS + PROBABILITY DENSITIES (PROBABILITY THEORY), VECTOR FUNCTIONS + OPERATOR FUNCTIONS (FUNCTIONAL ANALYSIS), WAHRSCHEINLICHKEITSVERTEILUNGEN + WAHRSCHEINLICHKEITSDICHTEN (WAHRSCHEINLICHKEITSRECHNUNG), ZUVERLÄSSIGKEIT (INGENIEURWESEN), STATISTISCHE METHODEN IM BAUINGENIEURWESEN, SPEZIELLE ORTHOGONALE POLYNOME (ANALYSIS), RELIABILITY (ENGINEERING), Engineering & allied operations, SPECIAL ORTHOGONAL POLYNOMIALS (MATHEMATICAL ANALYSIS), VEKTORFUNKTIONEN + OPERATORFUNKTIONEN (FUNKTIONALANALYSIS), STATISTICAL METHODS IN CIVIL ENGINEERING, info:eu-repo/classification/ddc/620

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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!
0
Average
Average
Average
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