TY - GEN
T1 - Efficient sampling approaches for stochastic response surface method
AU - Sun, Gaorong
AU - Xiong, Fenfen
PY - 2012
Y1 - 2012
N2 - Stochastic response surface methods (SRSM) based on polynomial chaos expansion (PCE) has been widely used for uncertainty propagation. It is necessary to select efficient sampling technique to estimate the PCE coefficients in SRSM. In this paper, the three advanced sampling approaches, namely, Gaussian Quadrature point (GQ), Monomial Cubature Rule (MCR), and Latin Hypercube Design (LHD) are introduced and investigated, whose performances are tested through several examples. It is shown that the results of UP for the three sampling approaches show great agreements to those of Monte Carlo simulation. Specifically, GQ yields the most accurate result of UP, followed by MCR and LHD, while MCR shows the best efficiency for lower PCE order.
AB - Stochastic response surface methods (SRSM) based on polynomial chaos expansion (PCE) has been widely used for uncertainty propagation. It is necessary to select efficient sampling technique to estimate the PCE coefficients in SRSM. In this paper, the three advanced sampling approaches, namely, Gaussian Quadrature point (GQ), Monomial Cubature Rule (MCR), and Latin Hypercube Design (LHD) are introduced and investigated, whose performances are tested through several examples. It is shown that the results of UP for the three sampling approaches show great agreements to those of Monte Carlo simulation. Specifically, GQ yields the most accurate result of UP, followed by MCR and LHD, while MCR shows the best efficiency for lower PCE order.
KW - Gauss quadrature
KW - Latin hypercube design
KW - Mon omial cubature rule
KW - Stochastic response surface method
UR - http://www.scopus.com/inward/record.url?scp=84868372635&partnerID=8YFLogxK
U2 - 10.4028/www.scientific.net/AMR.538-541.2481
DO - 10.4028/www.scientific.net/AMR.538-541.2481
M3 - Conference contribution
AN - SCOPUS:84868372635
SN - 9783037854471
T3 - Advanced Materials Research
SP - 2481
EP - 2487
BT - Materials Processing Technology II
T2 - 2nd International Conference on Advanced Engineering Materials and Technology, AEMT 2012
Y2 - 6 July 2012 through 6 July 2012
ER -