volume | PIER Journals

Abstract

A novel polynomial-chaos (PC) techni_nullque is implemented based on anisotropic index sets. The proposed scheme takes advantage of the effect of each random variable on the output parameter of interest and adaptively constructs the PC expansion. Particularly, the algorithm starts by generating bases via low and high reliability heuristics and builds a PC representation, until an error criterion is satisfied or until the maximum desired polynomial order is reached. Our method is tested on a variety of uncertainty problems, where the statistical moments of the outputs of interest are estimated. Numerical results prove the efficiency of the proposed approach, since accurate outcomes are obtained in lower computational times than other techniques.

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Dr. Christos I. Salis

Prof. Nikolaos V. Kantartzis

Prof. Theodoros T. Zygiridis