Sparse polynomial chaos expansions: Literature survey and benchmark

N Lüthen, S Marelli, B Sudret - SIAM/ASA Journal on Uncertainty …, 2021 - SIAM
Sparse polynomial chaos expansions (PCE) are a popular surrogate modelling method that
takes advantage of the properties of PCE, the sparsity-of-effects principle, and powerful …

Surrogate-assisted global sensitivity analysis: an overview

K Cheng, Z Lu, C Ling, S Zhou - Structural and Multidisciplinary …, 2020 - Springer
Surrogate models are popular tool to approximate the functional relationship of expensive
simulation models in multiple scientific and engineering disciplines. Successful use of …

Polynomial-chaos-based Kriging

R Schobi, B Sudret, J Wiart - International Journal for …, 2015 - dl.begellhouse.com
Computer simulation has become the standard tool in many engineering fields for designing
and optimizing systems, as well as for assessing their reliability. Optimization and …

Metamodel-based sensitivity analysis: polynomial chaos expansions and Gaussian processes

LL Gratiet, S Marelli, B Sudret - arXiv preprint arXiv:1606.04273, 2016 - arxiv.org
Global sensitivity analysis is now established as a powerful approach for determining the
key random input parameters that drive the uncertainty of model output predictions. Yet the …

Introductory overview of identifiability analysis: A guide to evaluating whether you have the right type of data for your modeling purpose

JHA Guillaume, JD Jakeman, S Marsili-Libelli… - … Modelling & Software, 2019 - Elsevier
Identifiability is a fundamental concept in parameter estimation, and therefore key to the
large majority of environmental modeling applications. Parameter identifiability analysis …

Uncertainty quantification and global sensitivity analysis of composite wind turbine blades

M Thapa, S Missoum - Reliability Engineering & System Safety, 2022 - Elsevier
In this paper, a framework for uncertainty quantification (UQ) and global sensitivity analysis
(GSA) of composite wind turbine blades is presented. Because of the presence of …

A general framework for data-driven uncertainty quantification under complex input dependencies using vine copulas

E Torre, S Marelli, P Embrechts, B Sudret - Probabilistic Engineering …, 2019 - Elsevier
Abstract Systems subject to uncertain inputs produce uncertain responses. Uncertainty
quantification (UQ) deals with the estimation of statistics of the system response, given a …

Sparse representations and compressive sampling approaches in engineering mechanics: A review of theoretical concepts and diverse applications

IA Kougioumtzoglou, I Petromichelakis… - Probabilistic Engineering …, 2020 - Elsevier
A review of theoretical concepts and diverse applications of sparse representations and
compressive sampling (CS) approaches in engineering mechanics problems is provided …

Polynomial chaos expansions for dependent random variables

JD Jakeman, F Franzelin, A Narayan, M Eldred… - Computer Methods in …, 2019 - Elsevier
Polynomial chaos expansions (PCE) are well-suited to quantifying uncertainty in models
parameterized by independent random variables. The assumption of independence leads to …

Sparse polynomial chaos expansions via compressed sensing and D-optimal design

P Diaz, A Doostan, J Hampton - Computer Methods in Applied Mechanics …, 2018 - Elsevier
In the field of uncertainty quantification, sparse polynomial chaos (PC) expansions are
commonly used by researchers for a variety of purposes, such as surrogate modeling. Ideas …