Nonintrusive polynomial chaos expansion approaches to uncertainty quantification. More...
Public Member Functions | |
NonDPolynomialChaos (Model &model) | |
constructor | |
~NonDPolynomialChaos () | |
destructor | |
void | initialize_expansion () |
initialize random variable definitions and final stats arrays | |
void | compute_expansion () |
form or import an orthogonal polynomial expansion using PCE methods | |
void | print_coefficients (std::ostream &s) |
print the PCE coefficient array for the orthogonal basis | |
void | print_moments (std::ostream &s) |
print the expansion/numerical moments | |
Private Attributes | |
String | expansionImportFile |
filename for import of chaos coefficients | |
int | expansionTerms |
user specification of PCE terms | |
RealMatrix | pceGradsMeanX |
derivative of the PCE with respect to the x-space variables evaluated at the means (used as uncertainty importance metrics) |
Nonintrusive polynomial chaos expansion approaches to uncertainty quantification.
The NonDPolynomialChaos class uses a polynomial chaos expansion (PCE) approach to approximate the effect of parameter uncertainties on response functions of interest. It utilizes the OrthogPolyApproximation class to manage multiple types of orthogonal polynomials within a Wiener-Askey scheme to PCE. It supports PCE coefficient estimation via sampling, quadrature, point-collocation, and file import.