Moment independent sensitivity analysis utilizing polynomial chaos expansion

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F19%3APU134484" target="_blank" >RIV/00216305:26110/19:PU134484 - isvavai.cz</a>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Moment independent sensitivity analysis utilizing polynomial chaos expansion

Popis výsledku v původním jazyce

An important part of uncertainty quantification is a sensitivity analysis (SA). There are several types of SA methods in scientific papers nowadays. However, it is often computationally demanding or even not feasible to obtain sensitivity indicators in practical applications, especially in a case of mathematical models of physical problems solved by the finite element method. Therefore, it is often necessary to create a surrogate model in an explicit form as an approximation of the original mathematical model. It is shown, that it is beneficial to utilize Polynomial Chaos Expansion (PCE) as a surrogate model due to its possibility of a powerful postprocessing (statistical analysis and analysis of variance). The basic theory of PCE and global sensitivity analysis is briefly overviewed with a special attention to a moment-independent sensitivity analysis (taking whole distribution of random variables into account). The paper is mainly focused on a moment-independent sensitivity analysis based on PCE and

Název v anglickém jazyce

Moment independent sensitivity analysis utilizing polynomial chaos expansion

Popis výsledku anglicky

An important part of uncertainty quantification is a sensitivity analysis (SA). There are several types of SA methods in scientific papers nowadays. However, it is often computationally demanding or even not feasible to obtain sensitivity indicators in practical applications, especially in a case of mathematical models of physical problems solved by the finite element method. Therefore, it is often necessary to create a surrogate model in an explicit form as an approximation of the original mathematical model. It is shown, that it is beneficial to utilize Polynomial Chaos Expansion (PCE) as a surrogate model due to its possibility of a powerful postprocessing (statistical analysis and analysis of variance). The basic theory of PCE and global sensitivity analysis is briefly overviewed with a special attention to a moment-independent sensitivity analysis (taking whole distribution of random variables into account). The paper is mainly focused on a moment-independent sensitivity analysis based on PCE and

Druh

O - Ostatní výsledky

CEP obor

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OECD FORD obor

20102 - Construction engineering, Municipal and structural engineering

Projekt

<a href="/cs/project/GA18-13212S" target="_blank" >GA18-13212S: Metody plochy odezvy a citlivostní analýzy ve stochastické výpočtové mechanice (RESUS)</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2019

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů