polynomial-chaos

A Novel Modeling Framework to Secure Efficiency and Accuracy in Real-Time Ensemble Flood Forecasting

A novel modeling framework that simultaneously improves accuracy, predictability, and computational efficiency is presented. It embraces the benefits of three modeling techniques integrated together for the first time: surrogate modeling, parameter …

The Network Uncertainty Quantification Method for Uncertainty Propagation in Large-Scale Networks

This work introduces the network uncertainty quantification (NetUQ) method for performing uncertainty propagation in systems composed of interconnected components. The method assumes the existence of a collection of components, each of which is …

Surrogate-enabled Sensitivity Analysis and Parameter Inference of High-Dimensional Models

Talk

Compressive Sensing Adaptation for Polynomial Chaos Expansions

Basis adaptation in Homogeneous Chaos spaces rely on a suitable rotation of the underlying Gaussian germ. Several rotations have been proposed in the literature resulting in adaptations with different convergence properties. In this paper we present …

Compressive Sensing with Cross-Validation and Stop-Sampling for Sparse Polynomial Chaos Expansions

Compressive sensing is a powerful technique for recovering sparse solutions of underdetermined linear systems, which is often encountered in uncertainty quantification analysis of expensive and high-dimensional physical models. We perform numerical …

Probabilistic Methods for Uncertainty Quantification in Computational Models

Talk

Multifidelity Statistical Analysis of Large Eddy Simulations in Scramjet Computations

The development of scramjet engines is an important research area for advancing hypersonic and orbital flights. Progress towards optimal engine designs requires accurate and computationally affordable flow simulations, as well as uncertainty …

The Impact of Parametric Uncertainties on Biogeochemistry in the E3SM Land Model

We conduct a global sensitivity analysis (GSA) of the Energy Exascale Earth System Model (E3SM), land model (ELM) to calculate the sensitivity of five key carbon cycle outputs to 68 model parameters. This GSA is conducted by first constructing a …

A Resilient Domain Decomposition Polynomial Chaos Solver for Uncertain Elliptic PDEs

A resilient method is developed for the solution of uncertain elliptic PDEs on extreme scale platforms. The method is based on a hybrid domain decomposition, polynomial chaos (PC) framework that is designed to address soft faults. Specifically, …

Surrogate Models for Uncertainty Propagation and Sensitivity Analysis

For computationally intensive tasks such as design optimization, global sensitivity analysis, or parameter estimation, a model of interest needs to be evaluated multiple times exploring potential parameter ranges or design conditions. If a single …