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 pageUQSaycall_made 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 pageJulien Bectcall_made. Nora presented the results of our collaboration with external pageOlivier Roustantcall_made, external pageFabrice Gamboacall_made and external pageBertrand Ioosscall_made 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 pageherecall_made.