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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[Research Report] RR-8191, INRIA. 2012
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https://hal.inria.fr/hal-00766760
Contributeur : Pietro Marco Congedo <>
Soumis le : mardi 18 décembre 2012 - 20:10:29
Dernière modification le : jeudi 11 janvier 2018 - 06:22:35
Document(s) archivé(s) le : mardi 19 mars 2013 - 04:00:56

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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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