首页> 外文会议>AIAA/ISSMO multidisciplinary analysis and optimization conference >Towards Goal-Oriented Stochastic Design Employing Adaptive Collocation Methods
【24h】

Towards Goal-Oriented Stochastic Design Employing Adaptive Collocation Methods

机译:采用自适应搭配方法的目标导向型随机设计

获取原文

摘要

Non-intrusive polynomial chaos expansion (NIPCE) methods based on orthogonal polynomials and stochastic collocation (SC) methods based on Lagrange interpolation polynomials are attractive techniques for uncertainty quantification (UQ) due to their strong mathematical basis and ability to produce functional representations of stochastic dependence. Both techniques reside in the collocation family, in that they sample the response metrics of interest at selected locations within the random domain without intrusion to simulation software. In this work, we explore the use of polynomial order refinement (p-refinement) approaches, both uniform and adaptive, in order to automate the assessment of UQ convergence and improve computational efficiency. In the first class of p-refinement approaches, we employ a general-purpose metric of response covariance to control the uniform and adaptive refinement processes. For the adaptive case, we detect anisotropy in the importance of the random variables as determined through variance-based decomposition and exploit this decomposition through anisotropic tensor-product and anisotropic sparse grid constructions. In the second class of p-refinement approaches, we move from anisotropic sparse grids to generalized sparse grids and employ a goal-oriented refinement process using statistical quantities of interest. Since these refinement goals can frequently involve metrics that are not analytic functions of the expansions (i.e., beyond low order response moments), we additionally explore efficient mechanisms for accurately and efficiently estimated tail probabilities from the expansions based on importance sampling.
机译:基于正交多项式的非侵入式多项式混沌展开(NIPCE)方法和基于Lagrange插值多项式的随机搭配(SC)方法是不确定性量化(UQ)的诱人技术,因为它们具有强大的数学基础并且能够生成随机依赖项的函数表示。两种技术都属于并置族,因为它们在随机域内的选定位置处对感兴趣的响应度量进行采样,而不会干扰仿真软件。在这项工作中,我们探索使用统一和自适应的多项式阶次优化(p-refinement)方法,以自动评估UQ收敛并提高计算效率。在第一类p细化方法中,我们采用响应协方差的通用度量来控制均匀和自适应的细化过程。对于自适应情况,我们通过基于方差的分解来确定随机变量的重要性中的各向异性,并通过各向异性张量积和各向异性稀疏网格构造来利用这种分解。在第二类p细化方法中,我们从各向异性的稀疏网格过渡到广义的稀疏网格,并使用关注的统计量采用面向目标的细化过程。由于这些优化目标可能经常涉及到不是扩展分析功能的指标(即超出低阶响应矩),因此我们另外探索了基于重要性采样从扩展中准确有效地估计尾部概率的有效机制。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号