Afficher la notice abrégée

On the use of the Sparse Grid techniques coupled with Polynomial Chaos

hal.structure.identifierParallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
dc.contributor.authorCONGEDO, Pietro Marco
hal.structure.identifierParallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
hal.structure.identifierInstitut de Mathématiques de Bordeaux [IMB]
dc.contributor.authorABGRALL, Remi
hal.structure.identifierParallel tools for Numerical Algorithms and Resolution of essentially Hyperbolic problems [BACCHUS]
dc.contributor.authorGERACI, Gianluca
dc.date.accessioned2024-04-04T02:27:04Z
dc.date.available2024-04-04T02:27:04Z
dc.date.issued2011-03-23
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/190000
dc.description.abstractEnIn this work we want to explore potentialities and deficiencies of Sparse Grid techniques coupled with Polynomial Chaos for multi dimensional (up to fifteen) stochastic problems. We used the sparse grid technique to compute the multi dimensional integrals needed to evaluate the coefficients of the polynomial expansion. Aim of this work is to compare several Sparse Grid techniques in terms of computational cost and accuracy with respect to Monte Carlo reference solution. We considered two problems: an algebraic function widely used in literature to test stochastic numerical methods, namely g-function, with poor regularity properties and a stochastic numerical simulation of a monodimensional compressible nozzle, where geometry and operating conditions are functions of random variables. After a detailed study on error computations and on the influence of the probability density function, we investigated the possibility of reducing the number of random variables by means of ANOVA analysis.
dc.language.isoen
dc.title.enOn the use of the Sparse Grid techniques coupled with Polynomial Chaos
dc.typeRapport
dc.subject.halPhysique [physics]/Physique [physics]/Dynamique des Fluides [physics.flu-dyn]
dc.subject.halMathématiques [math]/Analyse numérique [math.NA]
bordeaux.hal.laboratoriesInstitut de Mathématiques de Bordeaux (IMB) - UMR 5251*
bordeaux.institutionUniversité de Bordeaux
bordeaux.institutionBordeaux INP
bordeaux.institutionCNRS
bordeaux.type.institutionINRIA
bordeaux.type.reportrr
hal.identifierinria-00579205
hal.version1
hal.audienceNon spécifiée
hal.origin.linkhttps://hal.archives-ouvertes.fr//inria-00579205v1
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.date=2011-03-23&rft.au=CONGEDO,%20Pietro%20Marco&ABGRALL,%20Remi&GERACI,%20Gianluca&rft.genre=unknown


Fichier(s) constituant ce document

FichiersTailleFormatVue

Il n'y a pas de fichiers associés à ce document.

Ce document figure dans la(les) collection(s) suivante(s)

Afficher la notice abrégée