SeAr PC: Sensitivity enhanced arbitrary Polynomial Chaos

Abstract

This paper presents a method for performing Uncertainty Quantification in high-dimensional uncertain spaces by combining arbitrary polynomial chaos with a recently proposed scheme for sensitivity enhancement (Kantarakias and Papadakis, 2023). Including available sensitivity information offers a way to mitigate the curse of dimensionality in Polynomial Chaos Expansions (PCEs). Coupling the sensitivity enhancement to arbitrary Polynomial Chaos allows the formulation to be extended to a wide range of stochastic processes, including multi-modal, fat-tailed, and truncated probability distributions. In so doing, this work addresses two of the barriers to widespread industrial application of PCEs. The method is demonstrated for a number of synthetic test cases, including an uncertainty analysis of a Finite Element structure, determined using Topology Optimisation, with 306 uncertain inputs. We demonstrate that by exploiting sensitivity information, PCEs can feasibly be applied to such problems and through the Sobol sensitivity indices, can allow a designer to easily visualise the spatial distribution of the sensitivities within the structure.