Seminar Details
2010-04-06 (14.00) : Polynomial Chaos Expansion in Reliability Analysis and Robust Optimisation
At Euler building
Organized by Mathematical Engineering
Speaker :
Zein, Samih
Abstract :
The Polynomial Chaos Expansion (PCE) is an efficient numerical method for relating
the output of a nonlinear system with the uncertainty in its input parameters.
The output can be approximated with a multidimensional polynomial function using
the so called PCE. Numerically, such approximation can be obtained using a linear
regression with an adequate design of experiments. In this presentation, a review
is given on the PCE principle and its application in reliability analysis and robust
optimisation. Then, an optimization algorithm is proposed that seeks the best design
of experiments in the D-optimal sens for the PCE. This algorithm is based on the heuristic
optimisation and the Fedorov exchange algorithm and is adapted to the specific case of the
polynomial chaos expansion. We will conclude the presentation with a brief overview of the
integration of a PCE method into an industrial optimization platform and task manager."