Sparse polynomial chaos expansions and adaptive stochastic finite elements using a regression approach

Abstract A method is proposed to build a sparse polynomial chaos (PC) expansion of a mechanical model whose input parameters are random. In this respect, an adaptive algorithm is described for automatically detecting the significant coefficients of the PC expansion. The latter can thus be computed by means of a relatively small number of possibly costly model evaluations, using a non-intrusive regression scheme (also known as stochastic collocation). The method is illustrated by a simple polynomial model, as well as the example of the deflection of a truss structure. To cite this article: G. Blatman, B. Sudret, C. R. Mecanique 336 (2008).

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