Public Member Functions | Private Attributes
NonDPolynomialChaos Class Reference

Nonintrusive polynomial chaos expansion approaches to uncertainty quantification. More...

Inheritance diagram for NonDPolynomialChaos:
NonDExpansion NonD Analyzer Iterator

List of all members.

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)

Detailed Description

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.


The documentation for this class was generated from the following files: