A collocation scheme for deep uncertainty treatment

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Original languageEnglish
Number of pages8
Publication statusPublished - 2019
Event13th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2019 - Seoul, South Korea, Seoul, Korea, Republic of
Duration: 26 May 201930 May 2019
Conference number: 13

Conference

Conference13th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2019
Abbreviated titleICASP13
Country/TerritoryKorea, Republic of
CitySeoul
Period26 May 201930 May 2019

Abstract

Considering an uncertain correlation length of the input random fields described by a Karhunen-Loève expansion leads to a probability-box approach for the stochastic finite element computation. But, these computations are highly costly. Then, a stochastic collocation method using sparse grids within a Smolyak algorithm is proposed to reduce the computational cost, particularly in the context of non-linear computations. The interest and the development of the Smolyak algorithm for stochastic model with non-linear finite element methods regarding mixed, aleatory and epistemic, uncertain inputs are here introduced. The limitations of Smolyak algorithm are critically discussed and suggestions for improvement are made.

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Cite this

A collocation scheme for deep uncertainty treatment. / Dannert, Mona M.; Fau, Amelie; N. Fleury, Rodolfo M. et al.
2019. Paper presented at 13th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2019, Seoul, Korea, Republic of.

Research output: Contribution to conferencePaperResearchpeer review

Dannert, MM, Fau, A, N. Fleury, RM, Broggi, M, Nackenhorst, U & Beer, M 2019, 'A collocation scheme for deep uncertainty treatment', Paper presented at 13th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2019, Seoul, Korea, Republic of, 26 May 2019 - 30 May 2019. https://doi.org/10.22725/ICASP13.179
Dannert, M. M., Fau, A., N. Fleury, R. M., Broggi, M., Nackenhorst, U., & Beer, M. (2019). A collocation scheme for deep uncertainty treatment. Paper presented at 13th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2019, Seoul, Korea, Republic of. https://doi.org/10.22725/ICASP13.179
Dannert MM, Fau A, N. Fleury RM, Broggi M, Nackenhorst U, Beer M. A collocation scheme for deep uncertainty treatment. 2019. Paper presented at 13th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2019, Seoul, Korea, Republic of. doi: 10.22725/ICASP13.179
Dannert, Mona M. ; Fau, Amelie ; N. Fleury, Rodolfo M. et al. / A collocation scheme for deep uncertainty treatment. Paper presented at 13th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2019, Seoul, Korea, Republic of.8 p.
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AU - Fau, Amelie

AU - N. Fleury, Rodolfo M.

AU - Broggi, Matteo

AU - Nackenhorst, Udo

AU - Beer, Michael

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