Rapport (Rapport De Recherche) Année : 2012

Non-polynomial expansion for stochastic problems with non-classical pdfs

Résumé

In this study, some preliminary results about the possibility to extend the classical polynomial Chaos (PC) theory to stochastic problems with non-classical probability distributions of the variables, i.e. outside the framework of the classical Wiener-Askey scheme, are presented. The proposed strategy allows to obtain an analytical representation of the solution in order to build a metamodel or to compure conditional statistics. Various numerical results obtained on some analytical problems are then provided to demonstrate the correctness of the presented approach.

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Dates et versions

hal-00766760 , version 1 (18-12-2012)

Identifiants

  • HAL Id : hal-00766760 , version 1

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Remi Abgrall, Pietro Marco Congedo, Gianluca Geraci, Gianluca Iaccarino. Non-polynomial expansion for stochastic problems with non-classical pdfs. [Research Report] RR-8191, INRIA. 2012. ⟨hal-00766760⟩
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