Time-Dependent Polynomial Chaos

Title

Time-Dependent Polynomial Chaos

 Author

Vos, P.

Contributor

Gerritsma, M.I. (mentor)

Faculty

Aerospace Engineering

 Date

2006-10-18

 Abstract

Generalized polynomial chaos is known to fail for long-term integration, loosing its optimal convergence behavior and developing unacceptable error-levels. In this work, we present a time-dependent alternative of polynomial chaos in order to overcome these issues. This technique exists out of an on-the-fly reinitialization of the polynomial chaos expansion at different discrete time-levels. At those time-levels, the new polynomial chaos expansion will be created in terms of the stochastic solution. This time-dependent approach is applied on a stochastic ODE of which the results are compared with a standard gPC solution.

 Subject

long-term integration
uncertainty
stochastic ODE
polynomial chaos

 To reference this document use:

http://resolver.tudelft.nl/uuid:45b391ce-6297-4358-b17c-7eb4ec7da956

 Part of collection

Student theses

 Document type

master thesis

 Rights

(c) Delft University of Technology
Files
PDF 061018 MscThesis_PeterVos.pdf 974.13 KB
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