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Dimension Reduction and Measure Transformation in Stochastic Multiphysics Modeling
Arnst, Maarten; Ghanem, Roger; Phipps, Eric et al.
2012SIAM Conference on Uncertainty Quantification
 

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Abstract :
[en] We present a computational framework based on stochastic expansion methods for the efficient propagation of uncertainties through multiphysics models. The framework leverages an adaptation of the Karhunen-Loeve decomposition to extract a low-dimensional representation of information passed from component to component in a stochastic coupled model. After a measure transformation, the reduced-dimensional interface thus created enables a more efficient solution in a reduced-dimensional space. We demonstrate the proposed approach on an illustration problem from nuclear engineering
Disciplines :
Mechanical engineering
Author, co-author :
Arnst, Maarten ;  Université de Liège - ULiège > Département d'aérospatiale et mécanique > Computational and stochastic modeling
Ghanem, Roger;  University of Southern California > Department of Civil and Environmental Engineering
Phipps, Eric;  Sandia National Laboratories
Red-Horse, John;  Sandia National Laboratories
Language :
English
Title :
Dimension Reduction and Measure Transformation in Stochastic Multiphysics Modeling
Publication date :
02 April 2012
Event name :
SIAM Conference on Uncertainty Quantification
Event date :
from 02-04-2012 to 05-04-2012
Audience :
International
Available on ORBi :
since 26 February 2013

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