A HYBRID GENERALIZED POLYNOMIAL CHAOS METHOD FOR STOCHASTIC DYNAMICAL SYSTEMS

2014 ◽  
Vol 4 (1) ◽  
pp. 37-61 ◽  
Author(s):  
Vincent Heuveline ◽  
Michael Schick
Keyword(s):  
Dynamical Systems ◽  
Polynomial Chaos ◽  
Generalized Polynomial Chaos ◽  
Stochastic Dynamical Systems ◽  
Generalized Polynomial

Uncertainty Quantification Using Generalized Polynomial Chaos Expansion for Nonlinear Dynamical Systems With Mixed State and Parameter Uncertainties

2019 ◽  
Vol 14 (2) ◽  
Author(s):  
Rajnish Bhusal ◽  
Kamesh Subbarao
Keyword(s):  
Dynamical Systems ◽  
Polynomial Chaos ◽  
Nonlinear Dynamical Systems ◽  
Distribution Functions ◽  
Parameter Uncertainties ◽  
Generalized Polynomial Chaos ◽  
Initial State ◽  
Aeroelastic System ◽  
Nonlinear Dynamical ◽  
Generalized Polynomial

This paper develops a framework for propagation of uncertainties, governed by different probability distribution functions in a stochastic dynamical system. More specifically, it deals with nonlinear dynamical systems, wherein both the initial state and parametric uncertainty have been taken into consideration and their effects studied in the model response. A sampling-based nonintrusive approach using pseudospectral stochastic collocation is employed to obtain the coefficients required for the generalized polynomial chaos (gPC) expansion in this framework. The samples are generated based on the distribution of the uncertainties, which are basically the cubature nodes to solve expectation integrals. A mixture of one-dimensional Gaussian quadrature techniques in a sparse grid framework is used to produce the required samples to obtain the integrals. The familiar problem of degeneracy with high-order gPC expansions is illustrated and insights into mitigation of such behavior are presented. To illustrate the efficacy of the proposed approach, numerical examples of dynamic systems with state and parametric uncertainties are considered which include the simple linear harmonic oscillator system and a two-degree-of-freedom nonlinear aeroelastic system.

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