Basis adaptation in homogeneous chaos spaces

Basis adaptation in homogeneous chaos spaces

We present a new method for the characterization of subspaces associated with low-dimensional quantities of interest (QoI). The probability density function of these QoI is found to be concentrated around one-dimensional subspaces for which we develop projection operators. Our approach builds on the...

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Veröffentlicht in:Journal of computational physics 2014-02, Vol.259
Hauptverfasser: Tipireddy, Ramakrishna, Ghanem, Roger
Format: Artikel
Sprache:eng
Schlagworte:
CHAOS THEORY
HILBERT SPACE
MATHEMATICAL METHODS AND COMPUTING
POLYNOMIALS
PROBABILITY DENSITY FUNCTIONS
PROJECTION OPERATORS
STOCHASTIC PROCESSES
TENSORS
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Zusammenfassung:We present a new method for the characterization of subspaces associated with low-dimensional quantities of interest (QoI). The probability density function of these QoI is found to be concentrated around one-dimensional subspaces for which we develop projection operators. Our approach builds on the properties of Gaussian Hilbert spaces and associated tensor product spaces.
ISSN:0021-9991
1090-2716
DOI:10.1016/J.JCP.2013.12.009