Basis adaptation in homogeneous chaos spaces

Authors:
Ramakrishna Tipireddy;Roger Ghanem
Affiliations:
Computational Mathematics Department, Pacific Northwest National Laboratory, PO Box 999, Richland, WA 99352, United States;210 KAP Hall, University of Southern California, Los Angeles, CA 90089, United States
Venue:
Journal of Computational Physics
Year:
2014

Citing 5
Cited 0

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Abstract

We present a new method for the characterization of subspaces associated with low-dimensional quantities of interest (QoI). The probability density function of these QoI is found to be concentrated around one-dimensional subspaces for which we develop projection operators. Our approach builds on the properties of Gaussian Hilbert spaces and associated tensor product spaces.