000004595 001__ 4595
000004595 005__ 20141119144537.0
000004595 04107 $$aeng
000004595 046__ $$k2002-06-02
000004595 100__ $$aField, Richard V. (jr)
000004595 24500 $$aNUMERICAL METHODS TO ESTIMATE THE COEFFICIENTS OF THE POLYNOMIAL CHAOS EXPANSION

000004595 24630 $$n15.$$pProceedings of the 15th ASCE Engineering Mechanics Division Conference
000004595 260__ $$bColumbia University in the City of New York
000004595 506__ $$arestricted
000004595 520__ $$2eng$$aThe polynomial chaos expansion, part of the stochastic finite element method, has been studied in recent years as a means of forming finite-dimensional approximations to general random processes. Because the coefficients of this expansion are themselves functions of the process being approximated, their accurate calculation, with minimal computational effort, is of prime importance during implementation. A sampled averages approach has been explored in previous work to estimate these coefficients. This method proves viable, however, only when samples of the process being approximated are computationally inexpensive to attain. In this paper, numerical integration techniques are utilized to estimate the coefficients. In many cases, this method may require significantly fewer function evaluations and, as a result, can be applied to those problems where each function evaluation requires significant computational resources. The method will be demonstrated on a simple example, as well as a complex engineering application. 

000004595 540__ $$aText je chráněný podle autorského zákona č. 121/2000 Sb.
000004595 653__ $$aNumerical integration, polynomial chaos, random variables.

000004595 7112_ $$a15th ASCE Engineering Mechanics Division Conference$$cNew York (US)$$d2002-06-02 / 2002-06-05$$gEM2002
000004595 720__ $$aField, Richard V. (jr)
000004595 8560_ $$ffischerc@itam.cas.cz
000004595 8564_ $$s233649$$uhttp://invenio.itam.cas.cz/record/4595/files/006.pdf$$yOriginal version of the author's contribution as presented on CD, .
000004595 962__ $$r4594
000004595 980__ $$aPAPER