Variance‐based simplex stochastic collocation with model order reduction for high‐dimensional systems

• Published in: International journal for numerical methods in engineering Vol. 117; no. 11; pp. 1079 - 1116
• Main Authors: Giovanis, D.G., Shields, M.D.
• Format: Journal Article
• Language: English
• Published: Bognor Regis Wiley Subscription Services, Inc 16.03.2019
• Subjects: Adaptive systems; Anisotropy; Collocation methods; higher‐order singular value decomposition; Mathematical models; Matrix algebra; Matrix methods; Methods; Model reduction; multi‐element collocation; polynomial chaos; Polynomials; reduced‐order model; simplex stochastic collocation; Singular value decomposition; Stochastic systems; Tensors; Variance

Summary In this work, an adaptive simplex stochastic collocation method is introduced in which sample refinement is informed by variability in the solution of the system. The proposed method is based on the concept of multi‐element stochastic collocation methods and is capable of dealing with very h...