UQSay seminar on Poincaré chaos expansions
Nora Lüthen presented the results of a collaboration between RSUQ and researchers from the Institut de Mathématiques Toulouse, France, at the 41st UQSay seminar.
external page UQSay is a series of online seminars on the topic of uncertainty quantification as well as design and analysis of computer experiments, organized by a group of French researchers around external page Julien Bect. Nora presented the results of our collaboration with external page Olivier Roustant, external page Fabrice Gamboa and external page Bertrand Iooss about Poincaré chaos expansions. In a similar spirit as the well-known polynomial chaos expansions (PCE), Poincaré chaos expansions are expansions in terms of a certain basis that is constructed from eigenfunctions of a differential operator. The Poincaré basis has a special property that makes it well suited for sensitivity analysis and for working with derivatives.
For more details about Poincaré chaos, have a look at our preprint external page here.