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Non-polynomial expansion for stochastic problems with non-classical pdfs

Abstract : In this study, some preliminary results about the possibility to extend the classical polynomial Chaos (PC) theory to stochastic problems with non-classical probability distributions of the variables, i.e. outside the framework of the classical Wiener-Askey scheme, are presented. The proposed strategy allows to obtain an analytical representation of the solution in order to build a metamodel or to compure conditional statistics. Various numerical results obtained on some analytical problems are then provided to demonstrate the correctness of the presented approach.
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https://hal.inria.fr/hal-00766760
Contributor : Pietro Marco Congedo <>
Submitted on : Tuesday, December 18, 2012 - 8:10:29 PM
Last modification on : Friday, February 26, 2021 - 11:20:02 AM
Long-term archiving on: : Tuesday, March 19, 2013 - 4:00:56 AM

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  • HAL Id : hal-00766760, version 1

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Remi Abgrall, Pietro Marco Congedo, Gianluca Geraci, Gianluca Iaccarino. Non-polynomial expansion for stochastic problems with non-classical pdfs. [Research Report] RR-8191, INRIA. 2012. ⟨hal-00766760⟩

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