Sparse Polynomial-Chaos Models for Stochastic Problems with Filtering Structures

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Uncertainty Evolution In Stochastic Dynamic Models Using Polynomial Chaos

We present a new approach to describe the evolution of uncertainty in linear dynamic models with parametric and initial condition uncertainties, and driven by additive white Gaussian forcing. This is based on the polynomial chaos (PC) series expansion of second order random processes, which has been used in several domains to solve stochastic systems with parametric and initial condition uncert...

متن کامل

Convergence rates for sparse chaos approximations of elliptic problems with stochastic coefficients

A scalar, elliptic boundary-value problem in divergence form with stochastic diffusion coefficient a(x, ω) in a bounded domain D ⊂ Rd is reformulated as a deterministic, infinite-dimensional, parametric problem by separation of deterministic (x ∈ D) and stochastic (ω ∈ Ω) variables in a(x, ω) via Karhúnen–Loève or Legendre expansions of the diffusion coefficient. Deterministic, approximate solv...

متن کامل

Minimal Sparse Sampling for Fourier-polynomial Chaos in Acoustic Scattering

Single frequency acoustic scattering from an uncertain surface (with sinusoidal components) admits an efficient Fourier-polynomial chaos (FPC) expansion of the acoustic field. The expansion coefficients are computed nonintrusively, i.e., by functional sampling from existing acoustic models. The structure of the acoustic decomposition permits sparse selection of FPC orders within the framework o...

متن کامل

Filtering Nonlinear Spatio-Temporal Chaos with Autoregressive Linear Stochastic Model

Fundamental barriers in practical filtering of nonlinear spatio-temporal chaotic systems are model errors attributed to the stiffness in resolving multiscale features. Recently, reduced stochastic filters based on linear stochastic models have been introduced to overcome such stiffness; one of them is the Mean Stochastic Model (MSM) based on a diagonal Ornstein-Uhlenbeck process in Fourier spac...

متن کامل

Modal Analysis of Structures with Uncertainties using Polynomial Chaos Expansion

Engineering structures are complex and structural uncertainties are generated from variability in the material or geometric properties, or in the manufacturing and assembly process. Such variations generate differences in the dynamic responses of the structures across an ensemble of nominally identical systems, for example, vehicles off the production line. This work describes the theory and ap...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Advanced Electromagnetics

سال: 2019

ISSN: 2119-0275

DOI: 10.7716/aem.v8i5.1328