Efficient polynomial chaos approximations: Active, local and basis-adapted

Abstract

Metamodels provide an efficient means for the approximation of response surfaces of systems, particularly for resource-intensive experiment designs. It is oftentimes the case that interest is focused on a specific region of the parameter space. We propose an efficient recipe for the local approximation of response surfaces using Polynomial Chaos techniques. For systems embedded in high-dimensional settings, a basis-adapted spectral representation is exploited locally for dimension reduction. The proposed approach comprises an initial heuristic global solution for parameter space exploration using an approximate global Polynomial Chaos metamodel, followed by a local design being refined through an active learning scheme. The problem of turbulent flow around a symmetric airfoil is considered. Statistical estimators based on the local, active, basis-adapted approach show less bias and faster convergence as compared to the estimators from a global solution.

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