S-Space College of Engineering/Engineering Practice School (공과대학/대학원) Dept. of Civil & Environmental Engineering (건설환경공학부) ICASP13
A collocation scheme for deep uncertainty treatment
- Dannert, Mona M.; Fau, Amelie; Fleury, Rodolfo M. N.; Broggi, Matteo; Nackenhorst, Udo; Beer, Michael
- Issue Date
- 13th International Conference on Applications of Statistics and Probability in Civil Engineering(ICASP13), Seoul, South Korea, May 26-30, 2019
- 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.