Abstract (EN):
Uncertainty quantification is the process of determining the effect of input uncertainties on response metrics of interest. Many approximate methods have been developed so far for the purpose, and among these methods the polynomial chaos expansion is considered a technique with strong mathematical basis and ability to produce functional representation of stochastic variability. The approach has proven to be an efficient methodology to study several stochastic problems, considered the original form where optimal convergence for orthogonal Hermite polynomials is only achieved for gaussian stochastic processes. Regarding the developments in the stochastic response surface methodology and some heuristic and optimisation concepts, results for a design example with correlated nonnormal random variables are presented in the light of the quality of the approximate metamodels. Considered truncated full and sparse polynomial chaos expansions, the efficiency and accuracy provided by different schemes of experimental design are analysed and the convergence process is lastly discussed. © 2014 Taylor & Francis Group, London.
Language:
English
Type (Professor's evaluation):
Scientific