NonDPolynomialChaos Class Reference

quantification More...

Inheritance diagram for NonDPolynomialChaos:

List of all members.

Public Member Functions
	NonDPolynomialChaos (Model &model)
	constructor
	~NonDPolynomialChaos ()
	destructor
void	quantify_uncertainty ()
	perform a forward uncertainty propagation using SFEM/PCE methods
void	print_results (ostream &s)
	print the final statistics and PCE coefficient array
Private Attributes
String	expansionImportFile
	filename for import of chaos coefficients
RealMatrix	pceGradsMeanX
	evaluated at the means (used as uncertainty importance metrics)

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Detailed Description

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.

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

• NonDPolynomialChaos.H
• NonDPolynomialChaos.C

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