This paper presents a polynomial dimensional decomposition (PDD) method for global sensitivity analysis of stochastic systems subject to independent random input following arbitrary probability distributions. The method involves Fourier-polynomial expansions of lower-variate component functions of a stochastic response by measure-consistent orthonormal polynomial bases, analytical formulae for calculating the global sensitivity indices in terms of the expansion coefficients, and dimension-reduction integration for estimating the expansion coefficients. Due to identical dimensional structures of PDD and analysis-of-variance decomposition, the proposed method facilitates simple and direct calculation of the global sensitivity indices. Numerical results of the global sensitivity indices computed for smooth systems reveal significantly higher convergence rates of the PDD approximation than those from existing methods, including polynomial chaos expansion, random balance design, state-dependent parameter, improved Sobol’s method, and sampling-based methods. However, for non-smooth functions, the convergence properties of the PDD solution deteriorate to a great extent, warranting further improvements. The computational complexity of the PDD method is polynomial, as opposed to exponential, thereby alleviating the curse of dimensionality to some extent. Mathematical modeling of complex systems often requires sensitivity analysis to determine how an output variable of interest is influenced by individual or subsets of input variables. A traditional local sensitivity analysis entails gradients or derivatives, often invoked in design optimization, describing changes in the model response due to the local variation of input. Depending on the model output, obtaining gradients or derivatives, if they exist, can be simple or difficult. In contrast, a global sensitivity analysis (GSA), increasingly becoming mainstream, characterizes how the global variation of input, due to its uncertainty, impacts the overall uncertain behavior of the model. In other words, GSA constitutes the study of how the output uncertainty from a mathematical model is divvied up, qualitatively or quantitatively, to distinct sources of input variation in the model [1].

Reliability Engineering and System Safety

Data-driven uncertainty quantification using the arbitrary polynomial chaos expansion

The fracture energy is a substantial material property that measures the ability of materials to resist crack growth. The reinforcement of the epoxy polymers by nanosize fillers improves significantly their toughness. The fracture mechanism of the produced polymeric nanocomposites is influenced by different parameters. This paper presents a methodology for stochastic modelling of the fracture in polymer/particle nanocomposites. For this purpose, we generated a 2D finite element model containing an epoxy matrix and rigid nanoparticles surrounded by an interphase zone. The crack propagation was modelled by the phantom node method. The stochastic model is based on six uncertain parameters: the volume fraction and the diameter of the nanoparticles, Young’s modulus and the maximum allowable principal stress of the epoxy matrix, the interphase zone thickness and its Young’s modulus. Considering the uncertainties in input parameters, a polynomial chaos expansion surrogate model is constructed followed by a sensitivity analysis. The variance in the fracture energy was mostly influenced by the maximum allowable principal stress and Young’s modulus of the epoxy matrix.

Stochastic analysis of the fracture toughness of polymeric nanoparticle composites using polynomial chaos expansions

Scientists and engineers use computer simulations to study relationships between a model's input parameters and its outputs. However, thorough parameter studies are challenging, if not impossible, when the simulation is expensive and the model has several inputs. To enable studies in these instances, the engineer may attempt to reduce the dimension of the model's input parameter space. Active subspaces are an emerging set of dimension reduction tools that identify important directions in the parameter space. This book describes techniques for discovering a model's active subspace and proposes methods for exploiting the reduced dimension to enable otherwise infeasible parameter studies. Readers will find new ideas for dimension reduction, easy-to-implement algorithms, and several examples of active subspaces in action. Audience: This book is intended for researchers and graduate students in computational science, applied mathematics, statistics, and engineering.

Olivier P. Le Maître

Papers

Polynomial chaos expansion for sensitivity analysis