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What is An Optimal Sampling Rule For Non-Intrusive Polynom about?

The document presents the Optimized Stochastic Collocation method (OSC), a new sampling rule for polynomial chaos expansions aimed at uncertainty quantification in expensive models. OSC optimally selects integration points through numerical optimization, allowing for flexibility in the number of points and handling of various probability distributions, including dependent parameters. The method improves upon traditional integration techniques by reducing model evaluations while maintaining high accuracy, an

Author

Said Saterih

Language

EN