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arXiv · 1603.04803

Reduced Wiener Chaos representation of random fields via basis adaptation and projection

Panagiotis Tsilifis·Roger Ghanem
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Abstract

A new characterization of random fields appearing in physical models is presented that is based on their well-known Homogeneous Chaos expansions. We take advantage of the adaptation capabilities of these expansions where the core idea is to rotate the basis of the underlying Gaussian Hilbert space, in order to achieve reduced functional representations that concentrate the induced probability measure in a lower dimensional subspace. For a smooth family of rotations along the domain of interest, the uncorrelated Gaussian inputs are transformed into a Gaussian process, thus introducing a mesoscale that captures intermediate characteristics of the quantity of interest.

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Panagiotis Tsilifis, Roger Ghanem. 2016-03-15. Reduced Wiener Chaos representation of random fields via basis adaptation and projection. https://doi.org/10.1016/j.jcp.2017.04.009

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