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 |
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container_title | Journal of computational physics |
container_volume | 259 |
creator | Tipireddy, Ramakrishna Ghanem, Roger |
description | 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. |
doi_str_mv | 10.1016/J.JCP.2013.12.009 |
format | Article |
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source | Elsevier ScienceDirect Journals |
subjects | CHAOS THEORY HILBERT SPACE MATHEMATICAL METHODS AND COMPUTING POLYNOMIALS PROBABILITY DENSITY FUNCTIONS PROJECTION OPERATORS STOCHASTIC PROCESSES TENSORS |
title | Basis adaptation in homogeneous chaos spaces |
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