no code implementations • 31 Jan 2023 • Lukáš Novák, Michael D. Shields, Václav Sadílek, Miroslav Vořechovský
The numerical results show the superiority of the DAL-PCE in comparison to (i) a single global polynomial chaos expansion and (ii) the recently proposed stochastic spectral embedding (SSE) method developed as an accurate surrogate model and which is based on a similar domain decomposition process.
no code implementations • 4 Aug 2022 • Miroslav Vořechovský
We propose a simple yet efficient algorithm, which performs a sequential adaptive selection of points from the input domain of random variables to extend and refine a simple distance-based surrogate model.