Screening analysis and adaptive sparse collocation method

Abstract

In order to treat efficiently UQ problems of industrial relevance, characterized by a large number of uncertainties, we propose in this chapter several techniques for screening analysis (SS-ANOVA, PCA, and Morris) that can be used in order to reduce the number of uncertain parameters to the most significant ones in the problem, and an adaptive version of the Polynomial Chaos Expansion (PCE) that can be used to reduce significantly the number of sampling points needed for an accurate UQ.