Sensitivity-enhanced generalized polynomial chaos for efficient uncertainty quantification

by   Kyriakos D. Kantarakias, et al.

We present an enriched formulation of the Least Squares (LSQ) regression method for Uncertainty Quantification (UQ) using generalised polynomial chaos (gPC). More specifically, we enrich the linear system with additional equations for the gradient (or sensitivity) of the Quantity of Interest with respect to the stochastic variables. This sensitivity is computed very efficiently for all variables by solving an adjoint system of equations at each sampling point of the stochastic space. The associated computational cost is similar to one solution of the direct problem. For the selection of the sampling points, we apply a greedy algorithm which is based on the pivoted QR decomposition of the measurement matrix. We call the new approach sensitivity-enhanced generalised polynomial chaos, or se-gPC. We apply the method to several test cases to test accuracy and convergence with increasing chaos order, including an aerodynamic case with 40 stochastic parameters. The method is found to produce accurate estimations of the statistical moments using the minimum number of sampling points. The computational cost scales as ∼ m^p-1, instead of ∼ m^p of the standard LSQ formulation, where m is the number of stochastic variables and p the chaos order. The solution of the adjoint system of equations is implemented in many computational mechanics packages, thus the infrastructure exists for the application of the method to a wide variety of engineering problems.


Efficient sampling for polynomial chaos-based uncertainty quantification and sensitivity analysis using weighted approximate Fekete points

Performing uncertainty quantification (UQ) and sensitivity analysis (SA)...

Sensitivity analysis of chaotic systems using a frequency-domain shadowing approach

We present a frequency-domain method for computing the sensitivities of ...

Flow-driven spectral chaos (FSC) method for long-time integration of second-order stochastic dynamical systems

For decades, uncertainty quantification techniques based on the spectral...

Efficient Uncertainty Quantification and Sensitivity Analysis in Epidemic Modelling using Polynomial Chaos

In the political decision process and control of COVID-19 (and other epi...

Uncertainty Quantification for Maxwell's Eigenproblem using Isogeometric Analysis

The electromagnetic field distribution as well as the resonating frequen...

A Sensitivity Matrix Based Methodology for Inverse Problem Formulation

We propose an algorithm to select parameter subset combinations that can...

Data-Driven Uncertainty Quantification of the Wave-Telescope Technique: General Equations and Application to HelioSwarm

The upcoming NASA mission HelioSwarm will use nine spacecraft to make th...

Please sign up or login with your details

Forgot password? Click here to reset