NonDPolynomialChaos Class Reference

Nonintrusive polynomial chaos expansion approaches to uncertainty quantification. More...

Inheritance diagram for NonDPolynomialChaos:

List of all members.

Public Member Functions
	NonDPolynomialChaos (Model &model)
	constructor
	~NonDPolynomialChaos ()
	destructor
void	initialize_expansion ()
	initialize random variable definitions and final stats arrays
void	compute_expansion ()
	form or import an orthogonal polynomial expansion using PCE methods
void	print_coefficients (std::ostream &s)
	print the PCE coefficient array for the orthogonal basis
void	print_moments (std::ostream &s)
	print the expansion/numerical moments
Private Attributes
String	expansionImportFile
	filename for import of chaos coefficients
int	expansionTerms
	user specification of PCE terms
RealMatrix	pceGradsMeanX
	derivative of the PCE with respect to the x-space variables evaluated at the means (used as uncertainty importance metrics)

---

Detailed Description

Nonintrusive polynomial chaos expansion approaches to uncertainty quantification.

The NonDPolynomialChaos class uses a polynomial chaos expansion (PCE) approach to approximate the effect of parameter uncertainties on response functions of interest. It utilizes the OrthogPolyApproximation class to manage multiple types of orthogonal polynomials within a Wiener-Askey scheme to PCE. It supports PCE coefficient estimation via sampling, quadrature, point-collocation, and file import.

---

The documentation for this class was generated from the following files:

• NonDPolynomialChaos.H
• NonDPolynomialChaos.C