Detail publikace

Stochastic Spectral Methods in Uncertainty Quantification

NOVÁK, L. NOVÁK, D.

Originální název

Stochastic Spectral Methods in Uncertainty Quantification

Typ

článek v časopise - ostatní, Jost

Jazyk

angličtina

Originální abstrakt

Uncertainty quantification is an important part of a probabilistic design of structures. Nonetheless, common Monte Carlo methods are highly computationally demanding or even not feasible for this task, especially in case of mathematical models of physical problems solved by finite element method. Therefore, the paper is focused on the efficient alternative approach for uncertainty quantification-stochastic spectral expansion, represented herein by Polynomial Chaos Expansion. In recent years, an application of stochastic spectral methods in uncertainty quantification is the topic of research for many scientists in various fields of science and its efficiency was shown by various studies. The paper presents basic theoretical background of polynomial chaos expansion and its connection to uncertainty quantification. The possibility of efficient statistical and sensitivity analysis is investigated and an application in analytical examples with known reference solution is presented herein. Moreover, practical implementation of methodology is discussed and developed SW tool is presented herein.

Klíčová slova

Polynomial chaos expansion, Sensitivity analysis, Statistical analysis, Uncertainty quantification.

Autoři

NOVÁK, L.; NOVÁK, D.

Vydáno

31. 12. 2019

Nakladatel

VSB - Technical University of Ostrava

Místo

Ostrava, Czec Republic

ISSN

1804-4824

Periodikum

Transactions of the VŠB – Technical University of Ostrava, Civil Engineering Series

Ročník

19

Číslo

2

Stát

Česká republika

Strany od

48

Strany do

53

Strany počet

6

URL

http://tces.vsb.cz/Home/ArticleDetail/486

BibTex

@article{BUT162604,
  author="Lukáš {Novák} and Drahomír {Novák}",
  title="Stochastic Spectral Methods in Uncertainty Quantification",
  journal="Transactions of the VŠB – Technical University of Ostrava, Civil Engineering Series",
  year="2019",
  volume="19",
  number="2",
  pages="48--53",
  doi="10.35181/tces-2019-0019",
  issn="1804-4824",
  url="http://tces.vsb.cz/Home/ArticleDetail/486"
}