Beyond Wiener-Askey Expansions: Handling Arbitrary PDFs
نویسندگان
چکیده
In this paper we present a Multi-Element generalized Polynomial Chaos (MEgPC) method to deal with stochastic inputs with arbitrary probability measures. Based on the decomposition of the random space of the stochastic inputs, we construct numerically a set of orthogonal polynomials with respect to a conditional probability density function (PDF) in each element and subsequently implement generalized Polynomial Chaos (gPC) locally. Numerical examples show that ME-gPC exhibits both pand h-convergence for arbitrary probability measures.
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ورودعنوان ژورنال:
- J. Sci. Comput.
دوره 27 شماره
صفحات -
تاریخ انتشار 2006