Efficient sparse polynomial chaos expansion methodology for the probabilistic analysis of computationally-expensive deterministic models
نویسندگان
چکیده
منابع مشابه
Regarding probabilistic analysis and computationally expensive models: necessary and required?
OBJECTIVE To assess the importance of considering decision uncertainty, the appropriateness of probabilistic sensitivity analysis (PSA), and the use of patient-level simulation (PLS) in appraisals for the National Institute for Health and Clinical Excellence (NICE). METHODS Decision-makers require estimates of decision uncertainty alongside expected net benefits (NB) of interventions. This re...
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Polynomial chaos (PC) expansions are used in stochastic finite element analysis to represent the random model response by a set of coefficients in a suitable (so-called polynomial chaos) basis. The number of terms to be computed grows dramatically with the size of the input random vector, which makes the computational cost of classical solution schemes (may it be intrusive (i.e. of Galerkin typ...
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ژورنال
عنوان ژورنال: International Journal for Numerical and Analytical Methods in Geomechanics
سال: 2014
ISSN: 0363-9061
DOI: 10.1002/nag.2251