On fractional moment estimation from polynomial chaos expansion

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F25%3APU152709" target="_blank" >RIV/00216305:26110/25:PU152709 - isvavai.cz</a>
Result on the web
<a href="https://www.sciencedirect.com/science/article/pii/S0951832024006653" target="_blank" >https://www.sciencedirect.com/science/article/pii/S0951832024006653</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.ress.2024.110594" target="_blank" >10.1016/j.ress.2024.110594</a>

Result language
angličtina
Original language name
On fractional moment estimation from polynomial chaos expansion
Original language description
Fractional statistical moments are utilized for various tasks of uncertainty quantification, including the estimation of probability distributions. However, an estimation of fractional statistical moments of costly mathematical models by statistical sampling is challenging since it is typically not possible to create a large experimental design due to limitations in computing capacity. This paper presents a novel approach for the analytical estimation of fractional moments, directly from polynomial chaos expansions. Specifically, the first four statistical moments obtained from the deterministic coefficients of polynomial chaos expansion are used for an estimation of arbitrary fractional moments via H & ouml;lder's inequality. The proposed approach is utilized for an estimation of statistical moments and probability distributions in four numerical examples of increasing complexity. Obtained results show that the proposed approach achieves a superior performance in estimating the distribution of the response, in comparison to a standard Latin hypercube sampling in the presented examples.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
20102 - Construction engineering, Municipal and structural engineering

Project
<a href="/en/project/LUAUS24260" target="_blank" >LUAUS24260: Physically Constrained Polynomial Chaos Expansion for Stochastic Mechanics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2025
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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