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Results for “Stochastic collocation method”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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76 records · Page 5
All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

SAMBA: Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos

A new arbitrary Polynomial Chaos (aPC) method is presented for moderately high-dimensional problems characterised by limited input data availability. The proposed methodology improves the algorithm of aPC and extends the method, that was previously only introduced as tensor product expansion, to moderately high-dimensional stochastic problems. The fundamental idea of aPC is to use the statistical moments of the input random variables to develop the polynomial chaos expansion. This approach provides the possibility to propagate continuous or discrete probability density functions and also histograms (data sets) as long as their moments exist, are finite and the determinant of the moment matrix is strictly positive. For cases with limited data availability, this approach avoids bias and fitting errors caused by wrong assumptions. In this work, an alternative way to calculate the aPC is suggested, which provides the optimal polynomials, Gaussian quadrature collocation points and weights from the moments using only a handful of matrix operations on the Hankel matrix of moments. It can therefore be implemented without requiring prior knowledge about statistical data analysis or a detailed understanding of the mathematics of polynomial chaos expansions. The extension to more input variables suggested in this work, is an anisotropic and adaptive version of Smolyak's algorithm that is solely based on the moments of the input probability distributions. It is referred to as SAMBA (PC), which is short for Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos. It is illustrated that for moderately high-dimensional problems (up to 20 different input variables or histograms) SAMBA can significantly simplify the calculation of sparse Gaussian quadrature rules. SAMBA's efficiency for multivariate functions with regard to data availability is further demonstrated by analysing higher order convergence and accuracy for a set of nonlinear test functions with 2, 5 and 10 different input distributions or histograms.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Constructing Surrogate Models of Complex Systems with Enhanced Sparsity: Quantifying the influence of conformational uncertainty in biomolecular solvation

Biomolecules exhibit conformational fluctuations near equilibrium states, inducing uncertainty in various biological properties in a dynamic way. We have developed a general method to quantify the uncertainty of target properties induced by conformational fluctuations. Using a generalized polynomial chaos (gPC) expansion, we construct a surrogate model of the target property with respect to varying conformational states. We also propose a method to increase the sparsity of the gPC expansion by defining a set of conformational “active space” random variables. With the increased sparsity, we employ the compressive sensing method to accurately construct the surrogate model. We demonstrate the performance of the surrogate model by evaluating fluctuation-induced uncertainty in solvent-accessible surface area for the bovine trypsin inhibitor protein system and show that the new approach offers more accurate statistical information than standard Monte Carlo approaches. Further more, the constructed surrogate model also enables us to directly evaluate the target property under various conformational states, yielding a more accurate response surface than standard sparse grid collocation methods. In particular, the new method provides higher accuracy in high-dimensional systems, such as biomolecules, where sparse grid performance is limited by the accuracy of the computed quantity of interest. Our new framework is generalizable and can be used to investigate the uncertainty of a wide variety of target properties in biomolecular systems.

coarse graining↗
DOE OSTI2018

A state estimation approach based on stochastic expansions

This paper presents a new approach for state estimation problems. It is based on the representation of random variables using stochastic functions. Its main idea is to expand the state variables in terms of the noise variables of the system, and then estimate the unnoisy value of the state variables by taking the mean value of the stochastic expansion. Moreover, it was shown that in some situations, the proposed approach may be adapted to the determination of the probability distribution of the state noise. For the determination of the coefficients of the expansions, we present three approaches: moment matching (MM), collocation (COL) and variational (VAR). In the numerical analysis section, three examples are analyzed including a discrete linear system, the Influenza in a boarding school and the state estimation problem in the Hodgkin–Huxley’s model. In all these examples, the proposed approach was able to estimate the values of the state variables with precision, i.e., with very low RMS values.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2010

Uncertainty Quantification via Random Domain Decomposition and Probabilistic Collocation on Sparse Grids

Due to lack of knowledge or insufficient data, many physical systems are subject to uncertainty. Such uncertainty occurs on a multiplicity of scales. In this study, we conduct the uncertainty analysis of diffusion in random composites with two dominant scales of uncertainty: Large-scale uncertainty in the spatial arrangement of materials and small-scale uncertainty in the parameters within each material. A general two-scale framework that combines random domain decomposition (RDD) and probabilistic collocation method (PCM) on sparse grids to quantify the large and small scales of uncertainty, respectively. Using sparse grid points instead of standard grids based on full tensor products for both the large and small scales of uncertainty can greatly reduce the overall computational cost, especially for random process with small correlation length (large number of random dimensions). For one-dimensional random contact point problem and random inclusion problem, analytical solution and Monte Carlo simulations have been conducted respectively to verify the accuracy of the combined RDD-PCM approach. Additionally, we employed our combined RDD-PCM approach to two- and three-dimensional examples to demonstrate that our combined RDD-PCM approach provides efficient, robust and nonintrusive approximations for the statistics of diffusion in random composites.

97 MATHEMATICS AND COMPUTING↗