论文标题
比较改进的多项式混乱的采样策略之间的性能和可靠性
Comparison of the performance and reliability between improved sampling strategies for polynomial chaos expansion
论文作者
论文摘要
随着复杂模型的不确定性和敏感性分析越来越重要,它们及时实现的难度突出了需要更有效的数值操作。非侵入性多项式混乱方法是映射输入输出关系以研究复杂模型的高效和准确的方法。提高该方法在选定采样方案方面的疗效具有很大的潜力。我们检查了在空间填充最佳设计中分类的最新抽样方案,例如拉丁超立方体采样和L1最佳抽样,并将其经验性能与标准随机抽样进行比较。使用最小角度回归算法在L1最小化的背景下进行分析,以符合GPCE回归模型。由于采样方案的随机性质,我们使用统计稳定性度量进行了比较不同的采样方法,并评估了成功率的成功率,以构建具有$ <0.1 $ \%,$ <1 $ \%和$ <10 $ \%的替代模型。通过评估针对各种不同的测试用例构建的替代模型的Y的Y Y来对抽样方案进行彻底研究,这些替代模型代表了涵盖低,中和高维问题的不同问题类别。最后,在应用示例上测试了采样方案,以估算用于测量不同频率下生物组织阻抗的探针自我阻抗的敏感性。我们观察到分析的测试函数之间方法的收敛性质有很大差异。
As uncertainty and sensitivity analysis of complex models grows ever more important, the difficulty of their timely realizations highlights a need for more efficient numerical operations. Non-intrusive Polynomial Chaos methods are highly efficient and accurate methods of mapping input-output relationships to investigate complex models. There is substantial potential to increase the efficacy of the method regarding the selected sampling scheme. We examine state-of-the-art sampling schemes categorized in space-filling-optimal designs such as Latin Hypercube sampling and L1-optimal sampling and compare their empirical performance against standard random sampling. The analysis was performed in the context of L1 minimization using the least-angle regression algorithm to fit the GPCE regression models. Due to the random nature of the sampling schemes, we compared different sampling approaches using statistical stability measures and evaluated the success rates to construct a surrogate model with relative errors of $<0.1$\%, $<1$\%, and $<10$\%, respectively. The sampling schemes are thoroughly investigated by evaluating the y of surrogate models constructed for various distinct test cases, which represent different problem classes covering low, medium and high dimensional problems. Finally, the sampling schemes are tested on an application example to estimate the sensitivity of the self-impedance of a probe that is used to measure the impedance of biological tissues at different frequencies. We observed strong differences in the convergence properties of the methods between the analyzed test functions.